void drot(const int N,
double *X,
const int incX,
double *Y,
const int incY,
const double c,
const double s) {
drot_(&N, X, &incX, Y, &incY, &c, &s);
}
int
f2c_drot(integer* N,
doublereal* X, integer* incX,
doublereal* Y, integer* incY,
doublereal* c, doublereal* s)
{
drot_(N, X, incX, Y, incY, c, s);
return 0;
}
/* Subroutine */ int dlagv2_(doublereal *a, integer *lda, doublereal *b,
integer *ldb, doublereal *alphar, doublereal *alphai, doublereal *
beta, doublereal *csl, doublereal *snl, doublereal *csr, doublereal *
snr)
{
/* -- LAPACK auxiliary routine (version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
June 30, 1999
Purpose
=======
DLAGV2 computes the Generalized Schur factorization of a real 2-by-2
matrix pencil (A,B) where B is upper triangular. This routine
computes orthogonal (rotation) matrices given by CSL, SNL and CSR,
SNR such that
1) if the pencil (A,B) has two real eigenvalues (include 0/0 or 1/0
types), then
[ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ]
[ 0 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ]
[ b11 b12 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ]
[ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ],
2) if the pencil (A,B) has a pair of complex conjugate eigenvalues,
then
[ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ]
[ a21 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ]
[ b11 0 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ]
[ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ]
where b11 >= b22 > 0.
Arguments
=========
A (input/output) DOUBLE PRECISION array, dimension (LDA, 2)
On entry, the 2 x 2 matrix A.
On exit, A is overwritten by the ``A-part'' of the
generalized Schur form.
LDA (input) INTEGER
THe leading dimension of the array A. LDA >= 2.
B (input/output) DOUBLE PRECISION array, dimension (LDB, 2)
On entry, the upper triangular 2 x 2 matrix B.
On exit, B is overwritten by the ``B-part'' of the
generalized Schur form.
LDB (input) INTEGER
THe leading dimension of the array B. LDB >= 2.
ALPHAR (output) DOUBLE PRECISION array, dimension (2)
ALPHAI (output) DOUBLE PRECISION array, dimension (2)
BETA (output) DOUBLE PRECISION array, dimension (2)
(ALPHAR(k)+i*ALPHAI(k))/BETA(k) are the eigenvalues of the
pencil (A,B), k=1,2, i = sqrt(-1). Note that BETA(k) may
be zero.
CSL (output) DOUBLE PRECISION
The cosine of the left rotation matrix.
SNL (output) DOUBLE PRECISION
The sine of the left rotation matrix.
CSR (output) DOUBLE PRECISION
The cosine of the right rotation matrix.
SNR (output) DOUBLE PRECISION
The sine of the right rotation matrix.
Further Details
===============
Based on contributions by
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
=====================================================================
Parameter adjustments */
/* Table of constant values */
static integer c__2 = 2;
static integer c__1 = 1;
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset;
doublereal d__1, d__2, d__3, d__4, d__5, d__6;
/* Local variables */
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *), dlag2_(
doublereal *, integer *, doublereal *, integer *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *);
static doublereal r__, t, anorm, bnorm, h1, h2, h3, scale1, scale2;
extern /* Subroutine */ int dlasv2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *);
extern doublereal dlapy2_(doublereal *, doublereal *);
static doublereal ascale, bscale;
extern doublereal dlamch_(char *);
static doublereal wi, qq, rr, safmin;
extern /* Subroutine */ int dlartg_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *);
static doublereal wr1, wr2, ulp;
#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]
#define b_ref(a_1,a_2) b[(a_2)*b_dim1 + a_1]
a_dim1 = *lda;
a_offset = 1 + a_dim1 * 1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1 * 1;
b -= b_offset;
--alphar;
--alphai;
--beta;
/* Function Body */
safmin = dlamch_("S");
ulp = dlamch_("P");
/* Scale A
Computing MAX */
d__5 = (d__1 = a_ref(1, 1), abs(d__1)) + (d__2 = a_ref(2, 1), abs(d__2)),
d__6 = (d__3 = a_ref(1, 2), abs(d__3)) + (d__4 = a_ref(2, 2), abs(
d__4)), d__5 = max(d__5,d__6);
anorm = max(d__5,safmin);
ascale = 1. / anorm;
a_ref(1, 1) = ascale * a_ref(1, 1);
a_ref(1, 2) = ascale * a_ref(1, 2);
a_ref(2, 1) = ascale * a_ref(2, 1);
a_ref(2, 2) = ascale * a_ref(2, 2);
/* Scale B
Computing MAX */
d__4 = (d__3 = b_ref(1, 1), abs(d__3)), d__5 = (d__1 = b_ref(1, 2), abs(
d__1)) + (d__2 = b_ref(2, 2), abs(d__2)), d__4 = max(d__4,d__5);
bnorm = max(d__4,safmin);
bscale = 1. / bnorm;
b_ref(1, 1) = bscale * b_ref(1, 1);
b_ref(1, 2) = bscale * b_ref(1, 2);
b_ref(2, 2) = bscale * b_ref(2, 2);
/* Check if A can be deflated */
if ((d__1 = a_ref(2, 1), abs(d__1)) <= ulp) {
*csl = 1.;
*snl = 0.;
*csr = 1.;
*snr = 0.;
a_ref(2, 1) = 0.;
b_ref(2, 1) = 0.;
/* Check if B is singular */
} else if ((d__1 = b_ref(1, 1), abs(d__1)) <= ulp) {
dlartg_(&a_ref(1, 1), &a_ref(2, 1), csl, snl, &r__);
*csr = 1.;
*snr = 0.;
drot_(&c__2, &a_ref(1, 1), lda, &a_ref(2, 1), lda, csl, snl);
drot_(&c__2, &b_ref(1, 1), ldb, &b_ref(2, 1), ldb, csl, snl);
a_ref(2, 1) = 0.;
b_ref(1, 1) = 0.;
b_ref(2, 1) = 0.;
} else if ((d__1 = b_ref(2, 2), abs(d__1)) <= ulp) {
dlartg_(&a_ref(2, 2), &a_ref(2, 1), csr, snr, &t);
*snr = -(*snr);
drot_(&c__2, &a_ref(1, 1), &c__1, &a_ref(1, 2), &c__1, csr, snr);
drot_(&c__2, &b_ref(1, 1), &c__1, &b_ref(1, 2), &c__1, csr, snr);
*csl = 1.;
*snl = 0.;
a_ref(2, 1) = 0.;
b_ref(2, 1) = 0.;
b_ref(2, 2) = 0.;
} else {
/* B is nonsingular, first compute the eigenvalues of (A,B) */
dlag2_(&a[a_offset], lda, &b[b_offset], ldb, &safmin, &scale1, &
scale2, &wr1, &wr2, &wi);
if (wi == 0.) {
/* two real eigenvalues, compute s*A-w*B */
h1 = scale1 * a_ref(1, 1) - wr1 * b_ref(1, 1);
h2 = scale1 * a_ref(1, 2) - wr1 * b_ref(1, 2);
h3 = scale1 * a_ref(2, 2) - wr1 * b_ref(2, 2);
rr = dlapy2_(&h1, &h2);
d__1 = scale1 * a_ref(2, 1);
qq = dlapy2_(&d__1, &h3);
if (rr > qq) {
/* find right rotation matrix to zero 1,1 element of
(sA - wB) */
dlartg_(&h2, &h1, csr, snr, &t);
} else {
/* find right rotation matrix to zero 2,1 element of
(sA - wB) */
d__1 = scale1 * a_ref(2, 1);
dlartg_(&h3, &d__1, csr, snr, &t);
}
*snr = -(*snr);
drot_(&c__2, &a_ref(1, 1), &c__1, &a_ref(1, 2), &c__1, csr, snr);
drot_(&c__2, &b_ref(1, 1), &c__1, &b_ref(1, 2), &c__1, csr, snr);
/* compute inf norms of A and B
Computing MAX */
d__5 = (d__1 = a_ref(1, 1), abs(d__1)) + (d__2 = a_ref(1, 2), abs(
d__2)), d__6 = (d__3 = a_ref(2, 1), abs(d__3)) + (d__4 =
a_ref(2, 2), abs(d__4));
h1 = max(d__5,d__6);
/* Computing MAX */
d__5 = (d__1 = b_ref(1, 1), abs(d__1)) + (d__2 = b_ref(1, 2), abs(
d__2)), d__6 = (d__3 = b_ref(2, 1), abs(d__3)) + (d__4 =
b_ref(2, 2), abs(d__4));
h2 = max(d__5,d__6);
if (scale1 * h1 >= abs(wr1) * h2) {
/* find left rotation matrix Q to zero out B(2,1) */
dlartg_(&b_ref(1, 1), &b_ref(2, 1), csl, snl, &r__);
} else {
/* find left rotation matrix Q to zero out A(2,1) */
dlartg_(&a_ref(1, 1), &a_ref(2, 1), csl, snl, &r__);
}
drot_(&c__2, &a_ref(1, 1), lda, &a_ref(2, 1), lda, csl, snl);
drot_(&c__2, &b_ref(1, 1), ldb, &b_ref(2, 1), ldb, csl, snl);
a_ref(2, 1) = 0.;
b_ref(2, 1) = 0.;
} else {
/* a pair of complex conjugate eigenvalues
first compute the SVD of the matrix B */
dlasv2_(&b_ref(1, 1), &b_ref(1, 2), &b_ref(2, 2), &r__, &t, snr,
csr, snl, csl);
/* Form (A,B) := Q(A,B)Z' where Q is left rotation matrix and
Z is right rotation matrix computed from DLASV2 */
drot_(&c__2, &a_ref(1, 1), lda, &a_ref(2, 1), lda, csl, snl);
drot_(&c__2, &b_ref(1, 1), ldb, &b_ref(2, 1), ldb, csl, snl);
drot_(&c__2, &a_ref(1, 1), &c__1, &a_ref(1, 2), &c__1, csr, snr);
drot_(&c__2, &b_ref(1, 1), &c__1, &b_ref(1, 2), &c__1, csr, snr);
b_ref(2, 1) = 0.;
b_ref(1, 2) = 0.;
}
}
/* Unscaling */
a_ref(1, 1) = anorm * a_ref(1, 1);
a_ref(2, 1) = anorm * a_ref(2, 1);
a_ref(1, 2) = anorm * a_ref(1, 2);
a_ref(2, 2) = anorm * a_ref(2, 2);
b_ref(1, 1) = bnorm * b_ref(1, 1);
b_ref(2, 1) = bnorm * b_ref(2, 1);
b_ref(1, 2) = bnorm * b_ref(1, 2);
b_ref(2, 2) = bnorm * b_ref(2, 2);
if (wi == 0.) {
alphar[1] = a_ref(1, 1);
alphar[2] = a_ref(2, 2);
alphai[1] = 0.;
alphai[2] = 0.;
beta[1] = b_ref(1, 1);
beta[2] = b_ref(2, 2);
} else {
alphar[1] = anorm * wr1 / scale1 / bnorm;
alphai[1] = anorm * wi / scale1 / bnorm;
alphar[2] = alphar[1];
alphai[2] = -alphai[1];
beta[1] = 1.;
beta[2] = 1.;
}
/* L10: */
return 0;
/* End of DLAGV2 */
} /* dlagv2_ */
/*< SUBROUTINE DSPTRF( UPLO, N, AP, IPIV, INFO ) >*/
/* Subroutine */ int dsptrf_(char *uplo, integer *n, doublereal *ap, integer *ipiv,
integer *info, ftnlen uplo_len)
{
/* System generated locals */
integer i__1;
doublereal d__1, d__2, d__3;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
doublereal c__;
integer j, k;
doublereal s, t, r1, r2;
integer kc, kk, kp, kx, knc, kpc=0, npp, imax=0, jmax;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *), dspr_(char *
, integer *, doublereal *, doublereal *, integer *, doublereal *,
ftnlen);
doublereal alpha;
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *);
extern logical lsame_(const char *, const char *, ftnlen, ftnlen);
extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
doublereal *, integer *);
integer kstep;
logical upper;
extern /* Subroutine */ int dlaev2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *);
doublereal absakk;
extern integer idamax_(integer *, doublereal *, integer *);
extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
doublereal colmax, rowmax;
(void)uplo_len;
/* -- LAPACK routine (version 2.0) -- */
/* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/* Courant Institute, Argonne National Lab, and Rice University */
/* March 31, 1993 */
/* .. Scalar Arguments .. */
/*< CHARACTER UPLO >*/
/*< INTEGER INFO, N >*/
/* .. */
/* .. Array Arguments .. */
/*< INTEGER IPIV( * ) >*/
/*< DOUBLE PRECISION AP( * ) >*/
/* .. */
/* Purpose */
/* ======= */
/* DSPTRF computes the factorization of a real symmetric matrix A stored */
/* in packed format using the Bunch-Kaufman diagonal pivoting method: */
/* A = U*D*U**T or A = L*D*L**T */
/* where U (or L) is a product of permutation and unit upper (lower) */
/* triangular matrices, and D is symmetric and block diagonal with */
/* 1-by-1 and 2-by-2 diagonal blocks. */
/* Arguments */
/* ========= */
/* UPLO (input) CHARACTER*1 */
/* = 'U': Upper triangle of A is stored; */
/* = 'L': Lower triangle of A is stored. */
/* N (input) INTEGER */
/* The order of the matrix A. N >= 0. */
/* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2) */
/* On entry, the upper or lower triangle of the symmetric matrix */
/* A, packed columnwise in a linear array. The j-th column of A */
/* is stored in the array AP as follows: */
/* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; */
/* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n. */
/* On exit, the block diagonal matrix D and the multipliers used */
/* to obtain the factor U or L, stored as a packed triangular */
/* matrix overwriting A (see below for further details). */
/* IPIV (output) INTEGER array, dimension (N) */
/* Details of the interchanges and the block structure of D. */
/* If IPIV(k) > 0, then rows and columns k and IPIV(k) were */
/* interchanged and D(k,k) is a 1-by-1 diagonal block. */
/* If UPLO = 'U' and IPIV(k) = IPIV(k-1) < 0, then rows and */
/* columns k-1 and -IPIV(k) were interchanged and D(k-1:k,k-1:k) */
/* is a 2-by-2 diagonal block. If UPLO = 'L' and IPIV(k) = */
/* IPIV(k+1) < 0, then rows and columns k+1 and -IPIV(k) were */
/* interchanged and D(k:k+1,k:k+1) is a 2-by-2 diagonal block. */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* < 0: if INFO = -i, the i-th argument had an illegal value */
/* > 0: if INFO = i, D(i,i) is exactly zero. The factorization */
/* has been completed, but the block diagonal matrix D is */
/* exactly singular, and division by zero will occur if it */
/* is used to solve a system of equations. */
/* Further Details */
/* =============== */
/* If UPLO = 'U', then A = U*D*U', where */
/* U = P(n)*U(n)* ... *P(k)U(k)* ..., */
/* i.e., U is a product of terms P(k)*U(k), where k decreases from n to */
/* 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 */
/* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as */
/* defined by IPIV(k), and U(k) is a unit upper triangular matrix, such */
/* that if the diagonal block D(k) is of order s (s = 1 or 2), then */
/* ( I v 0 ) k-s */
/* U(k) = ( 0 I 0 ) s */
/* ( 0 0 I ) n-k */
/* k-s s n-k */
/* If s = 1, D(k) overwrites A(k,k), and v overwrites A(1:k-1,k). */
/* If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), */
/* and A(k,k), and v overwrites A(1:k-2,k-1:k). */
/* If UPLO = 'L', then A = L*D*L', where */
/* L = P(1)*L(1)* ... *P(k)*L(k)* ..., */
/* i.e., L is a product of terms P(k)*L(k), where k increases from 1 to */
/* n in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 */
/* and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as */
/* defined by IPIV(k), and L(k) is a unit lower triangular matrix, such */
/* that if the diagonal block D(k) is of order s (s = 1 or 2), then */
/* ( I 0 0 ) k-1 */
/* L(k) = ( 0 I 0 ) s */
/* ( 0 v I ) n-k-s+1 */
/* k-1 s n-k-s+1 */
/* If s = 1, D(k) overwrites A(k,k), and v overwrites A(k+1:n,k). */
/* If s = 2, the lower triangle of D(k) overwrites A(k,k), A(k+1,k), */
/* and A(k+1,k+1), and v overwrites A(k+2:n,k:k+1). */
/* ===================================================================== */
/* .. Parameters .. */
/*< DOUBLE PRECISION ZERO, ONE >*/
/*< PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) >*/
/*< DOUBLE PRECISION EIGHT, SEVTEN >*/
/*< PARAMETER ( EIGHT = 8.0D+0, SEVTEN = 17.0D+0 ) >*/
/* .. */
/* .. Local Scalars .. */
/*< LOGICAL UPPER >*/
/*< >*/
/*< DOUBLE PRECISION ABSAKK, ALPHA, C, COLMAX, R1, R2, ROWMAX, S, T >*/
/* .. */
/* .. External Functions .. */
/*< LOGICAL LSAME >*/
/*< INTEGER IDAMAX >*/
/*< EXTERNAL LSAME, IDAMAX >*/
/* .. */
/* .. External Subroutines .. */
/*< EXTERNAL DLAEV2, DROT, DSCAL, DSPR, DSWAP, XERBLA >*/
/* .. */
/* .. Intrinsic Functions .. */
/*< INTRINSIC ABS, MAX, SQRT >*/
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/*< INFO = 0 >*/
/* Parameter adjustments */
--ipiv;
--ap;
/* Function Body */
*info = 0;
/*< UPPER = LSAME( UPLO, 'U' ) >*/
upper = lsame_(uplo, "U", (ftnlen)1, (ftnlen)1);
/*< IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN >*/
if (! upper && ! lsame_(uplo, "L", (ftnlen)1, (ftnlen)1)) {
/*< INFO = -1 >*/
*info = -1;
/*< ELSE IF( N.LT.0 ) THEN >*/
} else if (*n < 0) {
/*< INFO = -2 >*/
*info = -2;
/*< END IF >*/
}
/*< IF( INFO.NE.0 ) THEN >*/
if (*info != 0) {
/*< CALL XERBLA( 'DSPTRF', -INFO ) >*/
i__1 = -(*info);
xerbla_("DSPTRF", &i__1, (ftnlen)6);
/*< RETURN >*/
return 0;
/*< END IF >*/
}
/* Initialize ALPHA for use in choosing pivot block size. */
/*< ALPHA = ( ONE+SQRT( SEVTEN ) ) / EIGHT >*/
alpha = (sqrt(17.) + 1.) / 8.;
/*< IF( UPPER ) THEN >*/
if (upper) {
/* Factorize A as U*D*U' using the upper triangle of A */
/* K is the main loop index, decreasing from N to 1 in steps of */
/* 1 or 2 */
/*< K = N >*/
k = *n;
/*< KC = ( N-1 )*N / 2 + 1 >*/
kc = (*n - 1) * *n / 2 + 1;
/*< 10 CONTINUE >*/
L10:
/*< KNC = KC >*/
knc = kc;
/* If K < 1, exit from loop */
/*< >*/
if (k < 1) {
goto L70;
}
/*< KSTEP = 1 >*/
kstep = 1;
/* Determine rows and columns to be interchanged and whether */
/* a 1-by-1 or 2-by-2 pivot block will be used */
/*< ABSAKK = ABS( AP( KC+K-1 ) ) >*/
absakk = (d__1 = ap[kc + k - 1], abs(d__1));
/* IMAX is the row-index of the largest off-diagonal element in */
/* column K, and COLMAX is its absolute value */
/*< IF( K.GT.1 ) THEN >*/
if (k > 1) {
/*< IMAX = IDAMAX( K-1, AP( KC ), 1 ) >*/
i__1 = k - 1;
imax = idamax_(&i__1, &ap[kc], &c__1);
/*< COLMAX = ABS( AP( KC+IMAX-1 ) ) >*/
colmax = (d__1 = ap[kc + imax - 1], abs(d__1));
/*< ELSE >*/
} else {
/*< COLMAX = ZERO >*/
colmax = 0.;
/*< END IF >*/
}
/*< IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN >*/
if (max(absakk,colmax) == 0.) {
/* Column K is zero: set INFO and continue */
/*< >*/
if (*info == 0) {
*info = k;
}
/*< KP = K >*/
kp = k;
/*< ELSE >*/
} else {
/*< IF( ABSAKK.GE.ALPHA*COLMAX ) THEN >*/
if (absakk >= alpha * colmax) {
/* no interchange, use 1-by-1 pivot block */
/*< KP = K >*/
kp = k;
/*< ELSE >*/
} else {
/* JMAX is the column-index of the largest off-diagonal */
/* element in row IMAX, and ROWMAX is its absolute value */
/*< ROWMAX = ZERO >*/
rowmax = 0.;
/*< JMAX = IMAX >*/
jmax = imax;
/*< KX = IMAX*( IMAX+1 ) / 2 + IMAX >*/
kx = imax * (imax + 1) / 2 + imax;
/*< DO 20 J = IMAX + 1, K >*/
i__1 = k;
for (j = imax + 1; j <= i__1; ++j) {
/*< IF( ABS( AP( KX ) ).GT.ROWMAX ) THEN >*/
if ((d__1 = ap[kx], abs(d__1)) > rowmax) {
/*< ROWMAX = ABS( AP( KX ) ) >*/
rowmax = (d__1 = ap[kx], abs(d__1));
/*< JMAX = J >*/
jmax = j;
/*< END IF >*/
}
/*< KX = KX + J >*/
kx += j;
/*< 20 CONTINUE >*/
/* L20: */
}
/*< KPC = ( IMAX-1 )*IMAX / 2 + 1 >*/
kpc = (imax - 1) * imax / 2 + 1;
/*< IF( IMAX.GT.1 ) THEN >*/
if (imax > 1) {
/*< JMAX = IDAMAX( IMAX-1, AP( KPC ), 1 ) >*/
i__1 = imax - 1;
jmax = idamax_(&i__1, &ap[kpc], &c__1);
/*< ROWMAX = MAX( ROWMAX, ABS( AP( KPC+JMAX-1 ) ) ) >*/
/* Computing MAX */
d__2 = rowmax, d__3 = (d__1 = ap[kpc + jmax - 1], abs(
d__1));
rowmax = max(d__2,d__3);
/*< END IF >*/
}
/*< IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN >*/
if (absakk >= alpha * colmax * (colmax / rowmax)) {
/* no interchange, use 1-by-1 pivot block */
/*< KP = K >*/
kp = k;
/*< ELSE IF( ABS( AP( KPC+IMAX-1 ) ).GE.ALPHA*ROWMAX ) THEN >*/
} else if ((d__1 = ap[kpc + imax - 1], abs(d__1)) >= alpha *
rowmax) {
/* interchange rows and columns K and IMAX, use 1-by-1 */
/* pivot block */
/*< KP = IMAX >*/
kp = imax;
/*< ELSE >*/
} else {
/* interchange rows and columns K-1 and IMAX, use 2-by-2 */
/* pivot block */
/*< KP = IMAX >*/
kp = imax;
/*< KSTEP = 2 >*/
kstep = 2;
/*< END IF >*/
}
/*< END IF >*/
}
/*< KK = K - KSTEP + 1 >*/
kk = k - kstep + 1;
/*< >*/
if (kstep == 2) {
knc = knc - k + 1;
}
/*< IF( KP.NE.KK ) THEN >*/
if (kp != kk) {
/* Interchange rows and columns KK and KP in the leading */
/* submatrix A(1:k,1:k) */
/*< CALL DSWAP( KP-1, AP( KNC ), 1, AP( KPC ), 1 ) >*/
i__1 = kp - 1;
dswap_(&i__1, &ap[knc], &c__1, &ap[kpc], &c__1);
/*< KX = KPC + KP - 1 >*/
kx = kpc + kp - 1;
/*< DO 30 J = KP + 1, KK - 1 >*/
i__1 = kk - 1;
for (j = kp + 1; j <= i__1; ++j) {
/*< KX = KX + J - 1 >*/
kx = kx + j - 1;
/*< T = AP( KNC+J-1 ) >*/
t = ap[knc + j - 1];
/*< AP( KNC+J-1 ) = AP( KX ) >*/
ap[knc + j - 1] = ap[kx];
/*< AP( KX ) = T >*/
ap[kx] = t;
/*< 30 CONTINUE >*/
/* L30: */
}
/*< T = AP( KNC+KK-1 ) >*/
t = ap[knc + kk - 1];
/*< AP( KNC+KK-1 ) = AP( KPC+KP-1 ) >*/
ap[knc + kk - 1] = ap[kpc + kp - 1];
/*< AP( KPC+KP-1 ) = T >*/
ap[kpc + kp - 1] = t;
/*< IF( KSTEP.EQ.2 ) THEN >*/
if (kstep == 2) {
/*< T = AP( KC+K-2 ) >*/
t = ap[kc + k - 2];
/*< AP( KC+K-2 ) = AP( KC+KP-1 ) >*/
ap[kc + k - 2] = ap[kc + kp - 1];
/*< AP( KC+KP-1 ) = T >*/
ap[kc + kp - 1] = t;
/*< END IF >*/
}
/*< END IF >*/
}
/* Update the leading submatrix */
/*< IF( KSTEP.EQ.1 ) THEN >*/
if (kstep == 1) {
/* 1-by-1 pivot block D(k): column k now holds */
/* W(k) = U(k)*D(k) */
/* where U(k) is the k-th column of U */
/* Perform a rank-1 update of A(1:k-1,1:k-1) as */
/* A := A - U(k)*D(k)*U(k)' = A - W(k)*1/D(k)*W(k)' */
/*< R1 = ONE / AP( KC+K-1 ) >*/
r1 = 1. / ap[kc + k - 1];
/*< CALL DSPR( UPLO, K-1, -R1, AP( KC ), 1, AP ) >*/
i__1 = k - 1;
d__1 = -r1;
dspr_(uplo, &i__1, &d__1, &ap[kc], &c__1, &ap[1], (ftnlen)1);
/* Store U(k) in column k */
/*< CALL DSCAL( K-1, R1, AP( KC ), 1 ) >*/
i__1 = k - 1;
dscal_(&i__1, &r1, &ap[kc], &c__1);
/*< ELSE >*/
} else {
/* 2-by-2 pivot block D(k): columns k and k-1 now hold */
/* ( W(k-1) W(k) ) = ( U(k-1) U(k) )*D(k) */
/* where U(k) and U(k-1) are the k-th and (k-1)-th columns */
/* of U */
/* Perform a rank-2 update of A(1:k-2,1:k-2) as */
/* A := A - ( U(k-1) U(k) )*D(k)*( U(k-1) U(k) )' */
/* = A - ( W(k-1) W(k) )*inv(D(k))*( W(k-1) W(k) )' */
/* Convert this to two rank-1 updates by using the eigen- */
/* decomposition of D(k) */
/*< >*/
dlaev2_(&ap[kc - 1], &ap[kc + k - 2], &ap[kc + k - 1], &r1, &
r2, &c__, &s);
/*< R1 = ONE / R1 >*/
r1 = 1. / r1;
/*< R2 = ONE / R2 >*/
r2 = 1. / r2;
/*< CALL DROT( K-2, AP( KNC ), 1, AP( KC ), 1, C, S ) >*/
i__1 = k - 2;
drot_(&i__1, &ap[knc], &c__1, &ap[kc], &c__1, &c__, &s);
/*< CALL DSPR( UPLO, K-2, -R1, AP( KNC ), 1, AP ) >*/
i__1 = k - 2;
d__1 = -r1;
dspr_(uplo, &i__1, &d__1, &ap[knc], &c__1, &ap[1], (ftnlen)1);
/*< CALL DSPR( UPLO, K-2, -R2, AP( KC ), 1, AP ) >*/
i__1 = k - 2;
d__1 = -r2;
dspr_(uplo, &i__1, &d__1, &ap[kc], &c__1, &ap[1], (ftnlen)1);
/* Store U(k) and U(k-1) in columns k and k-1 */
/*< CALL DSCAL( K-2, R1, AP( KNC ), 1 ) >*/
i__1 = k - 2;
dscal_(&i__1, &r1, &ap[knc], &c__1);
/*< CALL DSCAL( K-2, R2, AP( KC ), 1 ) >*/
i__1 = k - 2;
dscal_(&i__1, &r2, &ap[kc], &c__1);
/*< CALL DROT( K-2, AP( KNC ), 1, AP( KC ), 1, C, -S ) >*/
i__1 = k - 2;
d__1 = -s;
drot_(&i__1, &ap[knc], &c__1, &ap[kc], &c__1, &c__, &d__1);
/*< END IF >*/
}
/*< END IF >*/
}
/* Store details of the interchanges in IPIV */
/*< IF( KSTEP.EQ.1 ) THEN >*/
if (kstep == 1) {
/*< IPIV( K ) = KP >*/
ipiv[k] = kp;
/*< ELSE >*/
} else {
/*< IPIV( K ) = -KP >*/
ipiv[k] = -kp;
/*< IPIV( K-1 ) = -KP >*/
ipiv[k - 1] = -kp;
/*< END IF >*/
}
/* Decrease K and return to the start of the main loop */
/*< K = K - KSTEP >*/
k -= kstep;
/*< KC = KNC - K >*/
kc = knc - k;
/*< GO TO 10 >*/
goto L10;
/*< ELSE >*/
} else {
/* Factorize A as L*D*L' using the lower triangle of A */
/* K is the main loop index, increasing from 1 to N in steps of */
/* 1 or 2 */
/*< K = 1 >*/
k = 1;
/*< KC = 1 >*/
kc = 1;
/*< NPP = N*( N+1 ) / 2 >*/
npp = *n * (*n + 1) / 2;
/*< 40 CONTINUE >*/
L40:
/*< KNC = KC >*/
knc = kc;
/* If K > N, exit from loop */
/*< >*/
if (k > *n) {
goto L70;
}
/*< KSTEP = 1 >*/
kstep = 1;
/* Determine rows and columns to be interchanged and whether */
/* a 1-by-1 or 2-by-2 pivot block will be used */
/*< ABSAKK = ABS( AP( KC ) ) >*/
absakk = (d__1 = ap[kc], abs(d__1));
/* IMAX is the row-index of the largest off-diagonal element in */
/* column K, and COLMAX is its absolute value */
/*< IF( K.LT.N ) THEN >*/
if (k < *n) {
/*< IMAX = K + IDAMAX( N-K, AP( KC+1 ), 1 ) >*/
i__1 = *n - k;
imax = k + idamax_(&i__1, &ap[kc + 1], &c__1);
/*< COLMAX = ABS( AP( KC+IMAX-K ) ) >*/
colmax = (d__1 = ap[kc + imax - k], abs(d__1));
/*< ELSE >*/
} else {
/*< COLMAX = ZERO >*/
colmax = 0.;
/*< END IF >*/
}
/*< IF( MAX( ABSAKK, COLMAX ).EQ.ZERO ) THEN >*/
if (max(absakk,colmax) == 0.) {
/* Column K is zero: set INFO and continue */
/*< >*/
if (*info == 0) {
*info = k;
}
/*< KP = K >*/
kp = k;
/*< ELSE >*/
} else {
/*< IF( ABSAKK.GE.ALPHA*COLMAX ) THEN >*/
if (absakk >= alpha * colmax) {
/* no interchange, use 1-by-1 pivot block */
/*< KP = K >*/
kp = k;
/*< ELSE >*/
} else {
/* JMAX is the column-index of the largest off-diagonal */
/* element in row IMAX, and ROWMAX is its absolute value */
/*< ROWMAX = ZERO >*/
rowmax = 0.;
/*< KX = KC + IMAX - K >*/
kx = kc + imax - k;
/*< DO 50 J = K, IMAX - 1 >*/
i__1 = imax - 1;
for (j = k; j <= i__1; ++j) {
/*< IF( ABS( AP( KX ) ).GT.ROWMAX ) THEN >*/
if ((d__1 = ap[kx], abs(d__1)) > rowmax) {
/*< ROWMAX = ABS( AP( KX ) ) >*/
rowmax = (d__1 = ap[kx], abs(d__1));
/*< JMAX = J >*/
jmax = j;
/*< END IF >*/
}
/*< KX = KX + N - J >*/
kx = kx + *n - j;
/*< 50 CONTINUE >*/
/* L50: */
}
/*< KPC = NPP - ( N-IMAX+1 )*( N-IMAX+2 ) / 2 + 1 >*/
kpc = npp - (*n - imax + 1) * (*n - imax + 2) / 2 + 1;
/*< IF( IMAX.LT.N ) THEN >*/
if (imax < *n) {
/*< JMAX = IMAX + IDAMAX( N-IMAX, AP( KPC+1 ), 1 ) >*/
i__1 = *n - imax;
jmax = imax + idamax_(&i__1, &ap[kpc + 1], &c__1);
/*< ROWMAX = MAX( ROWMAX, ABS( AP( KPC+JMAX-IMAX ) ) ) >*/
/* Computing MAX */
d__2 = rowmax, d__3 = (d__1 = ap[kpc + jmax - imax], abs(
d__1));
rowmax = max(d__2,d__3);
/*< END IF >*/
}
/*< IF( ABSAKK.GE.ALPHA*COLMAX*( COLMAX / ROWMAX ) ) THEN >*/
if (absakk >= alpha * colmax * (colmax / rowmax)) {
/* no interchange, use 1-by-1 pivot block */
/*< KP = K >*/
kp = k;
/*< ELSE IF( ABS( AP( KPC ) ).GE.ALPHA*ROWMAX ) THEN >*/
} else if ((d__1 = ap[kpc], abs(d__1)) >= alpha * rowmax) {
/* interchange rows and columns K and IMAX, use 1-by-1 */
/* pivot block */
/*< KP = IMAX >*/
kp = imax;
/*< ELSE >*/
} else {
/* interchange rows and columns K+1 and IMAX, use 2-by-2 */
/* pivot block */
/*< KP = IMAX >*/
kp = imax;
/*< KSTEP = 2 >*/
kstep = 2;
/*< END IF >*/
}
/*< END IF >*/
}
/*< KK = K + KSTEP - 1 >*/
kk = k + kstep - 1;
/*< >*/
if (kstep == 2) {
knc = knc + *n - k + 1;
}
/*< IF( KP.NE.KK ) THEN >*/
if (kp != kk) {
/* Interchange rows and columns KK and KP in the trailing */
/* submatrix A(k:n,k:n) */
/*< >*/
if (kp < *n) {
i__1 = *n - kp;
dswap_(&i__1, &ap[knc + kp - kk + 1], &c__1, &ap[kpc + 1],
&c__1);
}
/*< KX = KNC + KP - KK >*/
kx = knc + kp - kk;
/*< DO 60 J = KK + 1, KP - 1 >*/
i__1 = kp - 1;
for (j = kk + 1; j <= i__1; ++j) {
/*< KX = KX + N - J + 1 >*/
kx = kx + *n - j + 1;
/*< T = AP( KNC+J-KK ) >*/
t = ap[knc + j - kk];
/*< AP( KNC+J-KK ) = AP( KX ) >*/
ap[knc + j - kk] = ap[kx];
/*< AP( KX ) = T >*/
ap[kx] = t;
/*< 60 CONTINUE >*/
/* L60: */
}
/*< T = AP( KNC ) >*/
t = ap[knc];
/*< AP( KNC ) = AP( KPC ) >*/
ap[knc] = ap[kpc];
/*< AP( KPC ) = T >*/
ap[kpc] = t;
/*< IF( KSTEP.EQ.2 ) THEN >*/
if (kstep == 2) {
/*< T = AP( KC+1 ) >*/
t = ap[kc + 1];
/*< AP( KC+1 ) = AP( KC+KP-K ) >*/
ap[kc + 1] = ap[kc + kp - k];
/*< AP( KC+KP-K ) = T >*/
ap[kc + kp - k] = t;
/*< END IF >*/
}
/*< END IF >*/
}
/* Update the trailing submatrix */
/*< IF( KSTEP.EQ.1 ) THEN >*/
if (kstep == 1) {
/* 1-by-1 pivot block D(k): column k now holds */
/* W(k) = L(k)*D(k) */
/* where L(k) is the k-th column of L */
/*< IF( K.LT.N ) THEN >*/
if (k < *n) {
/* Perform a rank-1 update of A(k+1:n,k+1:n) as */
/* A := A - L(k)*D(k)*L(k)' = A - W(k)*(1/D(k))*W(k)' */
/*< R1 = ONE / AP( KC ) >*/
r1 = 1. / ap[kc];
/*< >*/
i__1 = *n - k;
d__1 = -r1;
dspr_(uplo, &i__1, &d__1, &ap[kc + 1], &c__1, &ap[kc + *n
- k + 1], (ftnlen)1);
/* Store L(k) in column K */
/*< CALL DSCAL( N-K, R1, AP( KC+1 ), 1 ) >*/
i__1 = *n - k;
dscal_(&i__1, &r1, &ap[kc + 1], &c__1);
/*< END IF >*/
}
/*< ELSE >*/
} else {
/* 2-by-2 pivot block D(k): columns K and K+1 now hold */
/* ( W(k) W(k+1) ) = ( L(k) L(k+1) )*D(k) */
/* where L(k) and L(k+1) are the k-th and (k+1)-th columns */
/* of L */
/*< IF( K.LT.N-1 ) THEN >*/
if (k < *n - 1) {
/* Perform a rank-2 update of A(k+2:n,k+2:n) as */
/* A := A - ( L(k) L(k+1) )*D(k)*( L(k) L(k+1) )' */
/* = A - ( W(k) W(k+1) )*inv(D(k))*( W(k) W(k+1) )' */
/* Convert this to two rank-1 updates by using the eigen- */
/* decomposition of D(k) */
/*< >*/
dlaev2_(&ap[kc], &ap[kc + 1], &ap[knc], &r1, &r2, &c__, &
s);
/*< R1 = ONE / R1 >*/
r1 = 1. / r1;
/*< R2 = ONE / R2 >*/
r2 = 1. / r2;
/*< >*/
i__1 = *n - k - 1;
drot_(&i__1, &ap[kc + 2], &c__1, &ap[knc + 1], &c__1, &
c__, &s);
/*< >*/
i__1 = *n - k - 1;
d__1 = -r1;
dspr_(uplo, &i__1, &d__1, &ap[kc + 2], &c__1, &ap[knc + *
n - k], (ftnlen)1);
/*< >*/
i__1 = *n - k - 1;
d__1 = -r2;
dspr_(uplo, &i__1, &d__1, &ap[knc + 1], &c__1, &ap[knc + *
n - k], (ftnlen)1);
/* Store L(k) and L(k+1) in columns k and k+1 */
/*< CALL DSCAL( N-K-1, R1, AP( KC+2 ), 1 ) >*/
i__1 = *n - k - 1;
dscal_(&i__1, &r1, &ap[kc + 2], &c__1);
/*< CALL DSCAL( N-K-1, R2, AP( KNC+1 ), 1 ) >*/
i__1 = *n - k - 1;
dscal_(&i__1, &r2, &ap[knc + 1], &c__1);
/*< >*/
i__1 = *n - k - 1;
d__1 = -s;
drot_(&i__1, &ap[kc + 2], &c__1, &ap[knc + 1], &c__1, &
c__, &d__1);
/*< END IF >*/
}
/*< END IF >*/
}
/*< END IF >*/
}
/* Store details of the interchanges in IPIV */
/*< IF( KSTEP.EQ.1 ) THEN >*/
if (kstep == 1) {
/*< IPIV( K ) = KP >*/
ipiv[k] = kp;
/*< ELSE >*/
} else {
/*< IPIV( K ) = -KP >*/
ipiv[k] = -kp;
/*< IPIV( K+1 ) = -KP >*/
ipiv[k + 1] = -kp;
/*< END IF >*/
}
/* Increase K and return to the start of the main loop */
/*< K = K + KSTEP >*/
k += kstep;
/*< KC = KNC + N - K + 2 >*/
kc = knc + *n - k + 2;
/*< GO TO 40 >*/
goto L40;
/*< END IF >*/
}
/*< 70 CONTINUE >*/
L70:
/*< RETURN >*/
return 0;
/* End of DSPTRF */
/*< END >*/
} /* dsptrf_ */
/* Subroutine */ int dlarot_(logical *lrows, logical *lleft, logical *lright,
integer *nl, doublereal *c, doublereal *s, doublereal *a, integer *
lda, doublereal *xleft, doublereal *xright)
{
/* System generated locals */
integer i__1;
/* Local variables */
static integer iinc;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static integer inext, ix, iy, nt;
static doublereal xt[2], yt[2];
extern /* Subroutine */ int xerbla_(char *, integer *);
static integer iyt;
/* -- LAPACK auxiliary test routine (version 2.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
February 29, 1992
Purpose
=======
DLAROT applies a (Givens) rotation to two adjacent rows or
columns, where one element of the first and/or last column/row
may be a separate variable. This is specifically indended
for use on matrices stored in some format other than GE, so
that elements of the matrix may be used or modified for which
no array element is provided.
One example is a symmetric matrix in SB format (bandwidth=4), for
which UPLO='L': Two adjacent rows will have the format:
row j: * * * * * . . . .
row j+1: * * * * * . . . .
'*' indicates elements for which storage is provided,
'.' indicates elements for which no storage is provided, but
are not necessarily zero; their values are determined by
symmetry. ' ' indicates elements which are necessarily zero,
and have no storage provided.
Those columns which have two '*'s can be handled by DROT.
Those columns which have no '*'s can be ignored, since as long
as the Givens rotations are carefully applied to preserve
symmetry, their values are determined.
Those columns which have one '*' have to be handled separately,
by using separate variables "p" and "q":
row j: * * * * * p . . .
row j+1: q * * * * * . . . .
The element p would have to be set correctly, then that column
is rotated, setting p to its new value. The next call to
DLAROT would rotate columns j and j+1, using p, and restore
symmetry. The element q would start out being zero, and be
made non-zero by the rotation. Later, rotations would presumably
be chosen to zero q out.
Typical Calling Sequences: rotating the i-th and (i+1)-st rows.
------- ------- ---------
General dense matrix:
CALL DLAROT(.TRUE.,.FALSE.,.FALSE., N, C,S,
A(i,1),LDA, DUMMY, DUMMY)
General banded matrix in GB format:
j = MAX(1, i-KL )
NL = MIN( N, i+KU+1 ) + 1-j
CALL DLAROT( .TRUE., i-KL.GE.1, i+KU.LT.N, NL, C,S,
A(KU+i+1-j,j),LDA-1, XLEFT, XRIGHT )
[ note that i+1-j is just MIN(i,KL+1) ]
Symmetric banded matrix in SY format, bandwidth K,
lower triangle only:
j = MAX(1, i-K )
NL = MIN( K+1, i ) + 1
CALL DLAROT( .TRUE., i-K.GE.1, .TRUE., NL, C,S,
A(i,j), LDA, XLEFT, XRIGHT )
Same, but upper triangle only:
NL = MIN( K+1, N-i ) + 1
CALL DLAROT( .TRUE., .TRUE., i+K.LT.N, NL, C,S,
A(i,i), LDA, XLEFT, XRIGHT )
Symmetric banded matrix in SB format, bandwidth K,
lower triangle only:
[ same as for SY, except:]
. . . .
A(i+1-j,j), LDA-1, XLEFT, XRIGHT )
[ note that i+1-j is just MIN(i,K+1) ]
Same, but upper triangle only:
. . .
A(K+1,i), LDA-1, XLEFT, XRIGHT )
Rotating columns is just the transpose of rotating rows, except
for GB and SB: (rotating columns i and i+1)
GB:
j = MAX(1, i-KU )
NL = MIN( N, i+KL+1 ) + 1-j
CALL DLAROT( .TRUE., i-KU.GE.1, i+KL.LT.N, NL, C,S,
A(KU+j+1-i,i),LDA-1, XTOP, XBOTTM )
[note that KU+j+1-i is just MAX(1,KU+2-i)]
SB: (upper triangle)
. . . . . .
A(K+j+1-i,i),LDA-1, XTOP, XBOTTM )
SB: (lower triangle)
. . . . . .
A(1,i),LDA-1, XTOP, XBOTTM )
Arguments
=========
LROWS - LOGICAL
If .TRUE., then DLAROT will rotate two rows. If .FALSE.,
then it will rotate two columns.
Not modified.
LLEFT - LOGICAL
If .TRUE., then XLEFT will be used instead of the
corresponding element of A for the first element in the
second row (if LROWS=.FALSE.) or column (if LROWS=.TRUE.)
If .FALSE., then the corresponding element of A will be
used.
Not modified.
LRIGHT - LOGICAL
If .TRUE., then XRIGHT will be used instead of the
corresponding element of A for the last element in the
first row (if LROWS=.FALSE.) or column (if LROWS=.TRUE.) If
.FALSE., then the corresponding element of A will be used.
Not modified.
NL - INTEGER
The length of the rows (if LROWS=.TRUE.) or columns (if
LROWS=.FALSE.) to be rotated. If XLEFT and/or XRIGHT are
used, the columns/rows they are in should be included in
NL, e.g., if LLEFT = LRIGHT = .TRUE., then NL must be at
least 2. The number of rows/columns to be rotated
exclusive of those involving XLEFT and/or XRIGHT may
not be negative, i.e., NL minus how many of LLEFT and
LRIGHT are .TRUE. must be at least zero; if not, XERBLA
will be called.
Not modified.
C, S - DOUBLE PRECISION
Specify the Givens rotation to be applied. If LROWS is
true, then the matrix ( c s )
(-s c ) is applied from the left;
if false, then the transpose thereof is applied from the
right. For a Givens rotation, C**2 + S**2 should be 1,
but this is not checked.
Not modified.
A - DOUBLE PRECISION array.
The array containing the rows/columns to be rotated. The
first element of A should be the upper left element to
be rotated.
Read and modified.
LDA - INTEGER
The "effective" leading dimension of A. If A contains
a matrix stored in GE or SY format, then this is just
the leading dimension of A as dimensioned in the calling
routine. If A contains a matrix stored in band (GB or SB)
format, then this should be *one less* than the leading
dimension used in the calling routine. Thus, if
A were dimensioned A(LDA,*) in DLAROT, then A(1,j) would
be the j-th element in the first of the two rows
to be rotated, and A(2,j) would be the j-th in the second,
regardless of how the array may be stored in the calling
routine. [A cannot, however, actually be dimensioned thus,
since for band format, the row number may exceed LDA, which
is not legal FORTRAN.]
If LROWS=.TRUE., then LDA must be at least 1, otherwise
it must be at least NL minus the number of .TRUE. values
in XLEFT and XRIGHT.
Not modified.
XLEFT - DOUBLE PRECISION
If LLEFT is .TRUE., then XLEFT will be used and modified
instead of A(2,1) (if LROWS=.TRUE.) or A(1,2)
(if LROWS=.FALSE.).
Read and modified.
XRIGHT - DOUBLE PRECISION
If LRIGHT is .TRUE., then XRIGHT will be used and modified
instead of A(1,NL) (if LROWS=.TRUE.) or A(NL,1)
(if LROWS=.FALSE.).
Read and modified.
=====================================================================
Set up indices, arrays for ends
Parameter adjustments */
--a;
/* Function Body */
if (*lrows) {
iinc = *lda;
inext = 1;
} else {
iinc = 1;
inext = *lda;
}
if (*lleft) {
nt = 1;
ix = iinc + 1;
iy = *lda + 2;
xt[0] = a[1];
yt[0] = *xleft;
} else {
nt = 0;
ix = 1;
iy = inext + 1;
}
if (*lright) {
iyt = inext + 1 + (*nl - 1) * iinc;
++nt;
xt[nt - 1] = *xright;
yt[nt - 1] = a[iyt];
}
/* Check for errors */
if (*nl < nt) {
xerbla_("DLAROT", &c__4);
return 0;
}
if (*lda <= 0 || ! (*lrows) && *lda < *nl - nt) {
xerbla_("DLAROT", &c__8);
return 0;
}
/* Rotate */
i__1 = *nl - nt;
drot_(&i__1, &a[ix], &iinc, &a[iy], &iinc, c, s);
drot_(&nt, xt, &c__1, yt, &c__1, c, s);
/* Stuff values back into XLEFT, XRIGHT, etc. */
if (*lleft) {
a[1] = xt[0];
*xleft = yt[0];
}
if (*lright) {
*xright = xt[nt - 1];
a[iyt] = yt[nt - 1];
}
return 0;
/* End of DLAROT */
} /* dlarot_ */
/* Subroutine */ int dsvdc_(doublereal *x, integer *ldx, integer *n, integer *
p, doublereal *s, doublereal *e, doublereal *u, integer *ldu,
doublereal *v, integer *ldv, doublereal *work, integer *job, integer *
info)
{
/* System generated locals */
integer x_dim1, x_offset, u_dim1, u_offset, v_dim1, v_offset, i__1, i__2,
i__3;
doublereal d__1, d__2, d__3, d__4, d__5, d__6, d__7;
/* Builtin functions */
double d_sign(doublereal *, doublereal *), sqrt(doublereal);
/* Local variables */
static doublereal b, c__, f, g;
static integer i__, j, k, l, m;
static doublereal t, t1, el;
static integer kk;
static doublereal cs;
static integer ll, mm, ls;
static doublereal sl;
static integer lu;
static doublereal sm, sn;
static integer lm1, mm1, lp1, mp1, nct, ncu, lls, nrt;
static doublereal emm1, smm1;
static integer kase;
extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *,
integer *);
static integer jobu, iter;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static doublereal test;
extern doublereal dnrm2_(integer *, doublereal *, integer *);
static integer nctp1, nrtp1;
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *);
static doublereal scale, shift;
extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
doublereal *, integer *), drotg_(doublereal *, doublereal *,
doublereal *, doublereal *);
static integer maxit;
extern /* Subroutine */ int daxpy_(integer *, doublereal *, doublereal *,
integer *, doublereal *, integer *);
static logical wantu, wantv;
static doublereal ztest;
/* dsvdc is a subroutine to reduce a double precision nxp matrix x */
/* by orthogonal transformations u and v to diagonal form. the */
/* diagonal elements s(i) are the singular values of x. the */
/* columns of u are the corresponding left singular vectors, */
/* and the columns of v the right singular vectors. */
/* on entry */
/* x double precision(ldx,p), where ldx.ge.n. */
/* x contains the matrix whose singular value */
/* decomposition is to be computed. x is */
/* destroyed by dsvdc. */
/* ldx integer. */
/* ldx is the leading dimension of the array x. */
/* n integer. */
/* n is the number of rows of the matrix x. */
/* p integer. */
/* p is the number of columns of the matrix x. */
/* ldu integer. */
/* ldu is the leading dimension of the array u. */
/* (see below). */
/* ldv integer. */
/* ldv is the leading dimension of the array v. */
/* (see below). */
/* work double precision(n). */
/* work is a scratch array. */
/* job integer. */
/* job controls the computation of the singular */
/* vectors. it has the decimal expansion ab */
/* with the following meaning */
/* a.eq.0 do not compute the left singular */
/* vectors. */
/* a.eq.1 return the n left singular vectors */
/* in u. */
/* a.ge.2 return the first min(n,p) singular */
/* vectors in u. */
/* b.eq.0 do not compute the right singular */
/* vectors. */
/* b.eq.1 return the right singular vectors */
/* in v. */
/* on return */
/* s double precision(mm), where mm=min(n+1,p). */
/* the first min(n,p) entries of s contain the */
/* singular values of x arranged in descending */
/* order of magnitude. */
/* e double precision(p), */
/* e ordinarily contains zeros. however see the */
/* discussion of info for exceptions. */
/* u double precision(ldu,k), where ldu.ge.n. if */
/* joba.eq.1 then k.eq.n, if joba.ge.2 */
/* then k.eq.min(n,p). */
/* u contains the matrix of left singular vectors. */
/* u is not referenced if joba.eq.0. if n.le.p */
/* or if joba.eq.2, then u may be identified with x */
/* in the subroutine call. */
/* v double precision(ldv,p), where ldv.ge.p. */
/* v contains the matrix of right singular vectors. */
/* v is not referenced if job.eq.0. if p.le.n, */
/* then v may be identified with x in the */
/* subroutine call. */
/* info integer. */
/* the singular values (and their corresponding */
/* singular vectors) s(info+1),s(info+2),...,s(m) */
/* are correct (here m=min(n,p)). thus if */
/* info.eq.0, all the singular values and their */
/* vectors are correct. in any event, the matrix */
/* b = trans(u)*x*v is the bidiagonal matrix */
/* with the elements of s on its diagonal and the */
/* elements of e on its super-diagonal (trans(u) */
/* is the transpose of u). thus the singular */
/* values of x and b are the same. */
/* linpack. this version dated 08/14/78 . */
/* correction made to shift 2/84. */
/* g.w. stewart, university of maryland, argonne national lab. */
/* dsvdc uses the following functions and subprograms. */
/* external drot */
/* blas daxpy,ddot,dscal,dswap,dnrm2,drotg */
/* fortran dabs,dmax1,max0,min0,mod,dsqrt */
/* internal variables */
/* set the maximum number of iterations. */
/* Parameter adjustments */
x_dim1 = *ldx;
x_offset = 1 + x_dim1;
x -= x_offset;
--s;
--e;
u_dim1 = *ldu;
u_offset = 1 + u_dim1;
u -= u_offset;
v_dim1 = *ldv;
v_offset = 1 + v_dim1;
v -= v_offset;
--work;
/* Function Body */
maxit = 30;
/* determine what is to be computed. */
wantu = FALSE_;
wantv = FALSE_;
jobu = *job % 100 / 10;
ncu = *n;
if (jobu > 1) {
ncu = min(*n,*p);
}
if (jobu != 0) {
wantu = TRUE_;
}
if (*job % 10 != 0) {
wantv = TRUE_;
}
/* reduce x to bidiagonal form, storing the diagonal elements */
/* in s and the super-diagonal elements in e. */
*info = 0;
/* Computing MIN */
i__1 = *n - 1;
nct = min(i__1,*p);
/* Computing MAX */
/* Computing MIN */
i__3 = *p - 2;
i__1 = 0, i__2 = min(i__3,*n);
nrt = max(i__1,i__2);
lu = max(nct,nrt);
if (lu < 1) {
goto L170;
}
i__1 = lu;
for (l = 1; l <= i__1; ++l) {
lp1 = l + 1;
if (l > nct) {
goto L20;
}
/* compute the transformation for the l-th column and */
/* place the l-th diagonal in s(l). */
i__2 = *n - l + 1;
s[l] = dnrm2_(&i__2, &x[l + l * x_dim1], &c__1);
if (s[l] == 0.) {
goto L10;
}
if (x[l + l * x_dim1] != 0.) {
s[l] = d_sign(&s[l], &x[l + l * x_dim1]);
}
i__2 = *n - l + 1;
d__1 = 1. / s[l];
dscal_(&i__2, &d__1, &x[l + l * x_dim1], &c__1);
x[l + l * x_dim1] += 1.;
L10:
s[l] = -s[l];
L20:
if (*p < lp1) {
goto L50;
}
i__2 = *p;
for (j = lp1; j <= i__2; ++j) {
if (l > nct) {
goto L30;
}
if (s[l] == 0.) {
goto L30;
}
/* apply the transformation. */
i__3 = *n - l + 1;
t = -ddot_(&i__3, &x[l + l * x_dim1], &c__1, &x[l + j * x_dim1], &
c__1) / x[l + l * x_dim1];
i__3 = *n - l + 1;
daxpy_(&i__3, &t, &x[l + l * x_dim1], &c__1, &x[l + j * x_dim1], &
c__1);
L30:
/* place the l-th row of x into e for the */
/* subsequent calculation of the row transformation. */
e[j] = x[l + j * x_dim1];
/* L40: */
}
L50:
if (! wantu || l > nct) {
goto L70;
}
/* place the transformation in u for subsequent back */
/* multiplication. */
i__2 = *n;
for (i__ = l; i__ <= i__2; ++i__) {
u[i__ + l * u_dim1] = x[i__ + l * x_dim1];
/* L60: */
}
L70:
if (l > nrt) {
goto L150;
}
/* compute the l-th row transformation and place the */
/* l-th super-diagonal in e(l). */
i__2 = *p - l;
e[l] = dnrm2_(&i__2, &e[lp1], &c__1);
if (e[l] == 0.) {
goto L80;
}
if (e[lp1] != 0.) {
e[l] = d_sign(&e[l], &e[lp1]);
}
i__2 = *p - l;
d__1 = 1. / e[l];
dscal_(&i__2, &d__1, &e[lp1], &c__1);
e[lp1] += 1.;
L80:
e[l] = -e[l];
if (lp1 > *n || e[l] == 0.) {
goto L120;
}
/* apply the transformation. */
i__2 = *n;
for (i__ = lp1; i__ <= i__2; ++i__) {
work[i__] = 0.;
/* L90: */
}
i__2 = *p;
for (j = lp1; j <= i__2; ++j) {
i__3 = *n - l;
daxpy_(&i__3, &e[j], &x[lp1 + j * x_dim1], &c__1, &work[lp1], &
c__1);
/* L100: */
}
i__2 = *p;
for (j = lp1; j <= i__2; ++j) {
i__3 = *n - l;
d__1 = -e[j] / e[lp1];
daxpy_(&i__3, &d__1, &work[lp1], &c__1, &x[lp1 + j * x_dim1], &
c__1);
/* L110: */
}
L120:
if (! wantv) {
goto L140;
}
/* place the transformation in v for subsequent */
/* back multiplication. */
i__2 = *p;
for (i__ = lp1; i__ <= i__2; ++i__) {
v[i__ + l * v_dim1] = e[i__];
/* L130: */
}
L140:
L150:
/* L160: */
;
}
L170:
/* set up the final bidiagonal matrix or order m. */
/* Computing MIN */
i__1 = *p, i__2 = *n + 1;
m = min(i__1,i__2);
nctp1 = nct + 1;
nrtp1 = nrt + 1;
if (nct < *p) {
s[nctp1] = x[nctp1 + nctp1 * x_dim1];
}
if (*n < m) {
s[m] = 0.;
}
if (nrtp1 < m) {
e[nrtp1] = x[nrtp1 + m * x_dim1];
}
e[m] = 0.;
/* if required, generate u. */
if (! wantu) {
goto L300;
}
if (ncu < nctp1) {
goto L200;
}
i__1 = ncu;
for (j = nctp1; j <= i__1; ++j) {
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
u[i__ + j * u_dim1] = 0.;
/* L180: */
}
u[j + j * u_dim1] = 1.;
/* L190: */
}
L200:
if (nct < 1) {
goto L290;
}
i__1 = nct;
for (ll = 1; ll <= i__1; ++ll) {
l = nct - ll + 1;
if (s[l] == 0.) {
goto L250;
}
lp1 = l + 1;
if (ncu < lp1) {
goto L220;
}
i__2 = ncu;
for (j = lp1; j <= i__2; ++j) {
i__3 = *n - l + 1;
t = -ddot_(&i__3, &u[l + l * u_dim1], &c__1, &u[l + j * u_dim1], &
c__1) / u[l + l * u_dim1];
i__3 = *n - l + 1;
daxpy_(&i__3, &t, &u[l + l * u_dim1], &c__1, &u[l + j * u_dim1], &
c__1);
/* L210: */
}
L220:
i__2 = *n - l + 1;
dscal_(&i__2, &c_b44, &u[l + l * u_dim1], &c__1);
u[l + l * u_dim1] += 1.;
lm1 = l - 1;
if (lm1 < 1) {
goto L240;
}
i__2 = lm1;
for (i__ = 1; i__ <= i__2; ++i__) {
u[i__ + l * u_dim1] = 0.;
/* L230: */
}
L240:
goto L270;
L250:
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
u[i__ + l * u_dim1] = 0.;
/* L260: */
}
u[l + l * u_dim1] = 1.;
L270:
/* L280: */
;
}
L290:
L300:
/* if it is required, generate v. */
if (! wantv) {
goto L350;
}
i__1 = *p;
for (ll = 1; ll <= i__1; ++ll) {
l = *p - ll + 1;
lp1 = l + 1;
if (l > nrt) {
goto L320;
}
if (e[l] == 0.) {
goto L320;
}
i__2 = *p;
for (j = lp1; j <= i__2; ++j) {
i__3 = *p - l;
t = -ddot_(&i__3, &v[lp1 + l * v_dim1], &c__1, &v[lp1 + j *
v_dim1], &c__1) / v[lp1 + l * v_dim1];
i__3 = *p - l;
daxpy_(&i__3, &t, &v[lp1 + l * v_dim1], &c__1, &v[lp1 + j *
v_dim1], &c__1);
/* L310: */
}
L320:
i__2 = *p;
for (i__ = 1; i__ <= i__2; ++i__) {
v[i__ + l * v_dim1] = 0.;
/* L330: */
}
v[l + l * v_dim1] = 1.;
/* L340: */
}
L350:
/* main iteration loop for the singular values. */
mm = m;
iter = 0;
L360:
/* quit if all the singular values have been found. */
/* ...exit */
if (m == 0) {
goto L620;
}
/* if too many iterations have been performed, set */
/* flag and return. */
if (iter < maxit) {
goto L370;
}
*info = m;
/* ......exit */
goto L620;
L370:
/* this section of the program inspects for */
/* negligible elements in the s and e arrays. on */
/* completion the variables kase and l are set as follows. */
/* kase = 1 if s(m) and e(l-1) are negligible and l.lt.m */
/* kase = 2 if s(l) is negligible and l.lt.m */
/* kase = 3 if e(l-1) is negligible, l.lt.m, and */
/* s(l), ..., s(m) are not negligible (qr step). */
/* kase = 4 if e(m-1) is negligible (convergence). */
i__1 = m;
for (ll = 1; ll <= i__1; ++ll) {
l = m - ll;
/* ...exit */
if (l == 0) {
goto L400;
}
test = (d__1 = s[l], abs(d__1)) + (d__2 = s[l + 1], abs(d__2));
ztest = test + (d__1 = e[l], abs(d__1));
if (ztest != test) {
goto L380;
}
e[l] = 0.;
/* ......exit */
goto L400;
L380:
/* L390: */
;
}
L400:
if (l != m - 1) {
goto L410;
}
kase = 4;
goto L480;
L410:
lp1 = l + 1;
mp1 = m + 1;
i__1 = mp1;
for (lls = lp1; lls <= i__1; ++lls) {
ls = m - lls + lp1;
/* ...exit */
if (ls == l) {
goto L440;
}
test = 0.;
if (ls != m) {
test += (d__1 = e[ls], abs(d__1));
}
if (ls != l + 1) {
test += (d__1 = e[ls - 1], abs(d__1));
}
ztest = test + (d__1 = s[ls], abs(d__1));
if (ztest != test) {
goto L420;
}
s[ls] = 0.;
/* ......exit */
goto L440;
L420:
/* L430: */
;
}
L440:
if (ls != l) {
goto L450;
}
kase = 3;
goto L470;
L450:
if (ls != m) {
goto L460;
}
kase = 1;
goto L470;
L460:
kase = 2;
l = ls;
L470:
L480:
++l;
/* perform the task indicated by kase. */
switch (kase) {
case 1: goto L490;
case 2: goto L520;
case 3: goto L540;
case 4: goto L570;
}
/* deflate negligible s(m). */
L490:
mm1 = m - 1;
f = e[m - 1];
e[m - 1] = 0.;
i__1 = mm1;
for (kk = l; kk <= i__1; ++kk) {
k = mm1 - kk + l;
t1 = s[k];
drotg_(&t1, &f, &cs, &sn);
s[k] = t1;
if (k == l) {
goto L500;
}
f = -sn * e[k - 1];
e[k - 1] = cs * e[k - 1];
L500:
if (wantv) {
drot_(p, &v[k * v_dim1 + 1], &c__1, &v[m * v_dim1 + 1], &c__1, &
cs, &sn);
}
/* L510: */
}
goto L610;
/* split at negligible s(l). */
L520:
f = e[l - 1];
e[l - 1] = 0.;
i__1 = m;
for (k = l; k <= i__1; ++k) {
t1 = s[k];
drotg_(&t1, &f, &cs, &sn);
s[k] = t1;
f = -sn * e[k];
e[k] = cs * e[k];
if (wantu) {
drot_(n, &u[k * u_dim1 + 1], &c__1, &u[(l - 1) * u_dim1 + 1], &
c__1, &cs, &sn);
}
/* L530: */
}
goto L610;
/* perform one qr step. */
L540:
/* calculate the shift. */
/* Computing MAX */
d__6 = (d__1 = s[m], abs(d__1)), d__7 = (d__2 = s[m - 1], abs(d__2)),
d__6 = max(d__6,d__7), d__7 = (d__3 = e[m - 1], abs(d__3)), d__6 =
max(d__6,d__7), d__7 = (d__4 = s[l], abs(d__4)), d__6 = max(d__6,
d__7), d__7 = (d__5 = e[l], abs(d__5));
scale = max(d__6,d__7);
sm = s[m] / scale;
smm1 = s[m - 1] / scale;
emm1 = e[m - 1] / scale;
sl = s[l] / scale;
el = e[l] / scale;
/* Computing 2nd power */
d__1 = emm1;
b = ((smm1 + sm) * (smm1 - sm) + d__1 * d__1) / 2.;
/* Computing 2nd power */
d__1 = sm * emm1;
c__ = d__1 * d__1;
shift = 0.;
if (b == 0. && c__ == 0.) {
goto L550;
}
/* Computing 2nd power */
d__1 = b;
shift = sqrt(d__1 * d__1 + c__);
if (b < 0.) {
shift = -shift;
}
shift = c__ / (b + shift);
L550:
f = (sl + sm) * (sl - sm) + shift;
g = sl * el;
/* chase zeros. */
mm1 = m - 1;
i__1 = mm1;
for (k = l; k <= i__1; ++k) {
drotg_(&f, &g, &cs, &sn);
if (k != l) {
e[k - 1] = f;
}
f = cs * s[k] + sn * e[k];
e[k] = cs * e[k] - sn * s[k];
g = sn * s[k + 1];
s[k + 1] = cs * s[k + 1];
if (wantv) {
drot_(p, &v[k * v_dim1 + 1], &c__1, &v[(k + 1) * v_dim1 + 1], &
c__1, &cs, &sn);
}
drotg_(&f, &g, &cs, &sn);
s[k] = f;
f = cs * e[k] + sn * s[k + 1];
s[k + 1] = -sn * e[k] + cs * s[k + 1];
g = sn * e[k + 1];
e[k + 1] = cs * e[k + 1];
if (wantu && k < *n) {
drot_(n, &u[k * u_dim1 + 1], &c__1, &u[(k + 1) * u_dim1 + 1], &
c__1, &cs, &sn);
}
/* L560: */
}
e[m - 1] = f;
++iter;
goto L610;
/* convergence. */
L570:
/* make the singular value positive. */
if (s[l] >= 0.) {
goto L580;
}
s[l] = -s[l];
if (wantv) {
dscal_(p, &c_b44, &v[l * v_dim1 + 1], &c__1);
}
L580:
/* order the singular value. */
L590:
if (l == mm) {
goto L600;
}
/* ...exit */
if (s[l] >= s[l + 1]) {
goto L600;
}
t = s[l];
s[l] = s[l + 1];
s[l + 1] = t;
if (wantv && l < *p) {
dswap_(p, &v[l * v_dim1 + 1], &c__1, &v[(l + 1) * v_dim1 + 1], &c__1);
}
if (wantu && l < *n) {
dswap_(n, &u[l * u_dim1 + 1], &c__1, &u[(l + 1) * u_dim1 + 1], &c__1);
}
++l;
goto L590;
L600:
iter = 0;
--m;
L610:
goto L360;
L620:
return 0;
} /* dsvdc_ */
/* Subroutine */ int dlaeda_(integer *n, integer *tlvls, integer *curlvl,
integer *curpbm, integer *prmptr, integer *perm, integer *givptr,
integer *givcol, doublereal *givnum, doublereal *q, integer *qptr,
doublereal *z, doublereal *ztemp, integer *info)
{
/* -- LAPACK routine (version 2.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
September 30, 1994
Purpose
=======
DLAEDA computes the Z vector corresponding to the merge step in the
CURLVLth step of the merge process with TLVLS steps for the CURPBMth
problem.
Arguments
=========
N (input) INTEGER
The dimension of the symmetric tridiagonal matrix. N >= 0.
TLVLS (input) INTEGER
The total number of merging levels in the overall divide and
conquer tree.
CURLVL (input) INTEGER
The current level in the overall merge routine,
0 <= curlvl <= tlvls.
CURPBM (input) INTEGER
The current problem in the current level in the overall
merge routine (counting from upper left to lower right).
PRMPTR (input) INTEGER array, dimension (N lg N)
Contains a list of pointers which indicate where in PERM a
level's permutation is stored. PRMPTR(i+1) - PRMPTR(i)
indicates the size of the permutation and incidentally the
size of the full, non-deflated problem.
PERM (input) INTEGER array, dimension (N lg N)
Contains the permutations (from deflation and sorting) to be
applied to each eigenblock.
GIVPTR (input) INTEGER array, dimension (N lg N)
Contains a list of pointers which indicate where in GIVCOL a
level's Givens rotations are stored. GIVPTR(i+1) - GIVPTR(i)
indicates the number of Givens rotations.
GIVCOL (input) INTEGER array, dimension (2, N lg N)
Each pair of numbers indicates a pair of columns to take place
in a Givens rotation.
GIVNUM (input) DOUBLE PRECISION array, dimension (2, N lg N)
Each number indicates the S value to be used in the
corresponding Givens rotation.
Q (input) DOUBLE PRECISION array, dimension (N**2)
Contains the square eigenblocks from previous levels, the
starting positions for blocks are given by QPTR.
QPTR (input) INTEGER array, dimension (N+2)
Contains a list of pointers which indicate where in Q an
eigenblock is stored. SQRT( QPTR(i+1) - QPTR(i) ) indicates
the size of the block.
Z (output) DOUBLE PRECISION array, dimension (N)
On output this vector contains the updating vector (the last
row of the first sub-eigenvector matrix and the first row of
the second sub-eigenvector matrix).
ZTEMP (workspace) DOUBLE PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
=====================================================================
Test the input parameters.
Parameter adjustments */
/* Table of constant values */
static integer c__2 = 2;
static integer c__1 = 1;
static doublereal c_b24 = 1.;
static doublereal c_b26 = 0.;
/* System generated locals */
integer i__1, i__2, i__3;
/* Builtin functions */
integer pow_ii(integer *, integer *);
double sqrt(doublereal);
/* Local variables */
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static integer curr, bsiz1, bsiz2, psiz1, psiz2, i, k, zptr1;
extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
doublereal *, doublereal *, integer *, doublereal *, integer *,
doublereal *, doublereal *, integer *), dcopy_(integer *,
doublereal *, integer *, doublereal *, integer *), xerbla_(char *,
integer *);
static integer mid, ptr;
--ztemp;
--z;
--qptr;
--q;
givnum -= 3;
givcol -= 3;
--givptr;
--perm;
--prmptr;
/* Function Body */
*info = 0;
if (*n < 0) {
*info = -1;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DLAEDA", &i__1);
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
/* Determine location of first number in second half. */
mid = *n / 2 + 1;
/* Gather last/first rows of appropriate eigenblocks into center of Z
*/
ptr = 1;
/* Determine location of lowest level subproblem in the full storage
scheme */
i__1 = *curlvl - 1;
curr = ptr + *curpbm * pow_ii(&c__2, curlvl) + pow_ii(&c__2, &i__1) - 1;
/* Determine size of these matrices. We add HALF to the value of
the SQRT in case the machine underestimates one of these square
roots. */
bsiz1 = (integer) (sqrt((doublereal) (qptr[curr + 1] - qptr[curr])) + .5);
bsiz2 = (integer) (sqrt((doublereal) (qptr[curr + 2] - qptr[curr + 1])) +
.5);
i__1 = mid - bsiz1 - 1;
for (k = 1; k <= i__1; ++k) {
z[k] = 0.;
/* L10: */
}
dcopy_(&bsiz1, &q[qptr[curr] + bsiz1 - 1], &bsiz1, &z[mid - bsiz1], &c__1)
;
dcopy_(&bsiz2, &q[qptr[curr + 1]], &bsiz2, &z[mid], &c__1);
i__1 = *n;
for (k = mid + bsiz2; k <= i__1; ++k) {
z[k] = 0.;
/* L20: */
}
/* Loop thru remaining levels 1 -> CURLVL applying the Givens
rotations and permutation and then multiplying the center matrices
against the current Z. */
ptr = pow_ii(&c__2, tlvls) + 1;
i__1 = *curlvl - 1;
for (k = 1; k <= i__1; ++k) {
i__2 = *curlvl - k;
i__3 = *curlvl - k - 1;
curr = ptr + *curpbm * pow_ii(&c__2, &i__2) + pow_ii(&c__2, &i__3) -
1;
psiz1 = prmptr[curr + 1] - prmptr[curr];
psiz2 = prmptr[curr + 2] - prmptr[curr + 1];
zptr1 = mid - psiz1;
/* Apply Givens at CURR and CURR+1 */
i__2 = givptr[curr + 1] - 1;
for (i = givptr[curr]; i <= i__2; ++i) {
drot_(&c__1, &z[zptr1 + givcol[(i << 1) + 1] - 1], &c__1, &z[
zptr1 + givcol[(i << 1) + 2] - 1], &c__1, &givnum[(i << 1)
+ 1], &givnum[(i << 1) + 2]);
/* L30: */
}
i__2 = givptr[curr + 2] - 1;
for (i = givptr[curr + 1]; i <= i__2; ++i) {
drot_(&c__1, &z[mid - 1 + givcol[(i << 1) + 1]], &c__1, &z[mid -
1 + givcol[(i << 1) + 2]], &c__1, &givnum[(i << 1) + 1], &
givnum[(i << 1) + 2]);
/* L40: */
}
psiz1 = prmptr[curr + 1] - prmptr[curr];
psiz2 = prmptr[curr + 2] - prmptr[curr + 1];
i__2 = psiz1 - 1;
for (i = 0; i <= i__2; ++i) {
ztemp[i + 1] = z[zptr1 + perm[prmptr[curr] + i] - 1];
/* L50: */
}
i__2 = psiz2 - 1;
for (i = 0; i <= i__2; ++i) {
ztemp[psiz1 + i + 1] = z[mid + perm[prmptr[curr + 1] + i] - 1];
/* L60: */
}
/* Multiply Blocks at CURR and CURR+1
Determine size of these matrices. We add HALF to the value
of
the SQRT in case the machine underestimates one of these
square roots. */
bsiz1 = (integer) (sqrt((doublereal) (qptr[curr + 1] - qptr[curr])) +
.5);
bsiz2 = (integer) (sqrt((doublereal) (qptr[curr + 2] - qptr[curr + 1])
) + .5);
if (bsiz1 > 0) {
dgemv_("T", &bsiz1, &bsiz1, &c_b24, &q[qptr[curr]], &bsiz1, &
ztemp[1], &c__1, &c_b26, &z[zptr1], &c__1);
}
i__2 = psiz1 - bsiz1;
dcopy_(&i__2, &ztemp[bsiz1 + 1], &c__1, &z[zptr1 + bsiz1], &c__1);
if (bsiz2 > 0) {
dgemv_("T", &bsiz2, &bsiz2, &c_b24, &q[qptr[curr + 1]], &bsiz2, &
ztemp[psiz1 + 1], &c__1, &c_b26, &z[mid], &c__1);
}
i__2 = psiz2 - bsiz2;
dcopy_(&i__2, &ztemp[psiz1 + bsiz2 + 1], &c__1, &z[mid + bsiz2], &
c__1);
i__2 = *tlvls - k;
ptr += pow_ii(&c__2, &i__2);
/* L70: */
}
return 0;
/* End of DLAEDA */
} /* dlaeda_ */
void drot(int N, double *x, int incx, double *y, int incy, double c, double s)
{
drot_(&N, x, &incx, y, &incy, &c, &s);
}
/* Subroutine */ int dgeev_(char *jobvl, char *jobvr, integer *n, doublereal *
a, integer *lda, doublereal *wr, doublereal *wi, doublereal *vl,
integer *ldvl, doublereal *vr, integer *ldvr, doublereal *work,
integer *lwork, integer *info)
{
/* System generated locals */
integer a_dim1, a_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1,
i__2, i__3;
doublereal d__1, d__2;
/* Local variables */
integer i__, k;
doublereal r__, cs, sn;
integer ihi;
doublereal scl;
integer ilo;
doublereal dum[1], eps;
integer ibal;
char side[1];
doublereal anrm;
integer ierr, itau;
integer iwrk, nout;
logical scalea;
doublereal cscale;
logical select[1];
doublereal bignum;
integer minwrk, maxwrk;
logical wantvl;
doublereal smlnum;
integer hswork;
logical lquery, wantvr;
/* -- LAPACK driver routine (version 3.2) -- */
/* November 2006 */
/* Purpose */
/* ======= */
/* DGEEV computes for an N-by-N real nonsymmetric matrix A, the */
/* eigenvalues and, optionally, the left and/or right eigenvectors. */
/* The right eigenvector v(j) of A satisfies */
/* A * v(j) = lambda(j) * v(j) */
/* where lambda(j) is its eigenvalue. */
/* The left eigenvector u(j) of A satisfies */
/* u(j)**H * A = lambda(j) * u(j)**H */
/* where u(j)**H denotes the conjugate transpose of u(j). */
/* The computed eigenvectors are normalized to have Euclidean norm */
/* equal to 1 and largest component real. */
/* Arguments */
/* ========= */
/* JOBVL (input) CHARACTER*1 */
/* = 'N': left eigenvectors of A are not computed; */
/* = 'V': left eigenvectors of A are computed. */
/* JOBVR (input) CHARACTER*1 */
/* = 'N': right eigenvectors of A are not computed; */
/* = 'V': right eigenvectors of A are computed. */
/* N (input) INTEGER */
/* The order of the matrix A. N >= 0. */
/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/* On entry, the N-by-N matrix A. */
/* On exit, A has been overwritten. */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(1,N). */
/* WR (output) DOUBLE PRECISION array, dimension (N) */
/* WI (output) DOUBLE PRECISION array, dimension (N) */
/* WR and WI contain the real and imaginary parts, */
/* respectively, of the computed eigenvalues. Complex */
/* conjugate pairs of eigenvalues appear consecutively */
/* with the eigenvalue having the positive imaginary part */
/* first. */
/* VL (output) DOUBLE PRECISION array, dimension (LDVL,N) */
/* If JOBVL = 'V', the left eigenvectors u(j) are stored one */
/* after another in the columns of VL, in the same order */
/* as their eigenvalues. */
/* If JOBVL = 'N', VL is not referenced. */
/* If the j-th eigenvalue is real, then u(j) = VL(:,j), */
/* the j-th column of VL. */
/* If the j-th and (j+1)-st eigenvalues form a complex */
/* conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and */
/* u(j+1) = VL(:,j) - i*VL(:,j+1). */
/* LDVL (input) INTEGER */
/* The leading dimension of the array VL. LDVL >= 1; if */
/* JOBVL = 'V', LDVL >= N. */
/* VR (output) DOUBLE PRECISION array, dimension (LDVR,N) */
/* If JOBVR = 'V', the right eigenvectors v(j) are stored one */
/* after another in the columns of VR, in the same order */
/* as their eigenvalues. */
/* If JOBVR = 'N', VR is not referenced. */
/* If the j-th eigenvalue is real, then v(j) = VR(:,j), */
/* the j-th column of VR. */
/* If the j-th and (j+1)-st eigenvalues form a complex */
/* conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and */
/* v(j+1) = VR(:,j) - i*VR(:,j+1). */
/* LDVR (input) INTEGER */
/* The leading dimension of the array VR. LDVR >= 1; if */
/* JOBVR = 'V', LDVR >= N. */
/* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */
/* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
/* LWORK (input) INTEGER */
/* The dimension of the array WORK. LWORK >= max(1,3*N), and */
/* if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*N. For good */
/* performance, LWORK must generally be larger. */
/* If LWORK = -1, then a workspace query is assumed; the routine */
/* only calculates the optimal size of the WORK array, returns */
/* this value as the first entry of the WORK array, and no error */
/* message related to LWORK is issued by XERBLA. */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* < 0: if INFO = -i, the i-th argument had an illegal value. */
/* > 0: if INFO = i, the QR algorithm failed to compute all the */
/* eigenvalues, and no eigenvectors have been computed; */
/* elements i+1:N of WR and WI contain eigenvalues which */
/* have converged. */
/* ===================================================================== */
/* Test the input arguments */
/* Parameter adjustments */
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
--wr;
--wi;
vl_dim1 = *ldvl;
vl_offset = 1 + vl_dim1;
vl -= vl_offset;
vr_dim1 = *ldvr;
vr_offset = 1 + vr_dim1;
vr -= vr_offset;
--work;
/* Function Body */
*info = 0;
lquery = *lwork == -1;
wantvl = lsame_(jobvl, "V");
wantvr = lsame_(jobvr, "V");
if (! wantvl && ! lsame_(jobvl, "N")) {
*info = -1;
} else if (! wantvr && ! lsame_(jobvr, "N")) {
*info = -2;
} else if (*n < 0) {
*info = -3;
} else if (*lda < max(1,*n)) {
*info = -5;
} else if (*ldvl < 1 || wantvl && *ldvl < *n) {
*info = -9;
} else if (*ldvr < 1 || wantvr && *ldvr < *n) {
*info = -11;
}
/* Compute workspace */
/* (Note: Comments in the code beginning "Workspace:" describe the */
/* minimal amount of workspace needed at that point in the code, */
/* as well as the preferred amount for good performance. */
/* NB refers to the optimal block size for the immediately */
/* following subroutine, as returned by ILAENV. */
/* HSWORK refers to the workspace preferred by DHSEQR, as */
/* calculated below. HSWORK is computed assuming ILO=1 and IHI=N, */
/* the worst case.) */
if (*info == 0) {
if (*n == 0) {
minwrk = 1;
maxwrk = 1;
} else {
maxwrk = (*n << 1) + *n * ilaenv_(&c__1, "DGEHRD", " ", n, &c__1,
n, &c__0);
if (wantvl) {
minwrk = *n << 2;
/* Computing MAX */
i__1 = maxwrk, i__2 = (*n << 1) + (*n - 1) * ilaenv_(&c__1,
"DORGHR", " ", n, &c__1, n, &c_n1);
maxwrk = max(i__1,i__2);
dhseqr_("S", "V", n, &c__1, n, &a[a_offset], lda, &wr[1], &wi[
1], &vl[vl_offset], ldvl, &work[1], &c_n1, info);
hswork = (integer) work[1];
/* Computing MAX */
i__1 = maxwrk, i__2 = *n + 1, i__1 = max(i__1,i__2), i__2 = *
n + hswork;
maxwrk = max(i__1,i__2);
/* Computing MAX */
i__1 = maxwrk, i__2 = *n << 2;
maxwrk = max(i__1,i__2);
} else if (wantvr) {
minwrk = *n << 2;
/* Computing MAX */
i__1 = maxwrk, i__2 = (*n << 1) + (*n - 1) * ilaenv_(&c__1,
"DORGHR", " ", n, &c__1, n, &c_n1);
maxwrk = max(i__1,i__2);
dhseqr_("S", "V", n, &c__1, n, &a[a_offset], lda, &wr[1], &wi[
1], &vr[vr_offset], ldvr, &work[1], &c_n1, info);
hswork = (integer) work[1];
/* Computing MAX */
i__1 = maxwrk, i__2 = *n + 1, i__1 = max(i__1,i__2), i__2 = *
n + hswork;
maxwrk = max(i__1,i__2);
/* Computing MAX */
i__1 = maxwrk, i__2 = *n << 2;
maxwrk = max(i__1,i__2);
} else {
minwrk = *n * 3;
dhseqr_("E", "N", n, &c__1, n, &a[a_offset], lda, &wr[1], &wi[
1], &vr[vr_offset], ldvr, &work[1], &c_n1, info);
hswork = (integer) work[1];
/* Computing MAX */
i__1 = maxwrk, i__2 = *n + 1, i__1 = max(i__1,i__2), i__2 = *
n + hswork;
maxwrk = max(i__1,i__2);
}
maxwrk = max(maxwrk,minwrk);
}
work[1] = (doublereal) maxwrk;
if (*lwork < minwrk && ! lquery) {
*info = -13;
}
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DGEEV ", &i__1);
return 0;
} else if (lquery) {
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
/* Get machine constants */
eps = dlamch_("P");
smlnum = dlamch_("S");
bignum = 1. / smlnum;
dlabad_(&smlnum, &bignum);
smlnum = sqrt(smlnum) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = dlange_("M", n, n, &a[a_offset], lda, dum);
scalea = FALSE_;
if (anrm > 0. && anrm < smlnum) {
scalea = TRUE_;
cscale = smlnum;
} else if (anrm > bignum) {
scalea = TRUE_;
cscale = bignum;
}
if (scalea) {
dlascl_("G", &c__0, &c__0, &anrm, &cscale, n, n, &a[a_offset], lda, &
ierr);
}
/* Balance the matrix */
/* (Workspace: need N) */
ibal = 1;
dgebal_("B", n, &a[a_offset], lda, &ilo, &ihi, &work[ibal], &ierr);
/* Reduce to upper Hessenberg form */
/* (Workspace: need 3*N, prefer 2*N+N*NB) */
itau = ibal + *n;
iwrk = itau + *n;
i__1 = *lwork - iwrk + 1;
dgehrd_(n, &ilo, &ihi, &a[a_offset], lda, &work[itau], &work[iwrk], &i__1,
&ierr);
if (wantvl) {
/* Want left eigenvectors */
/* Copy Householder vectors to VL */
*(unsigned char *)side = 'L';
dlacpy_("L", n, n, &a[a_offset], lda, &vl[vl_offset], ldvl)
;
/* Generate orthogonal matrix in VL */
/* (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB) */
i__1 = *lwork - iwrk + 1;
dorghr_(n, &ilo, &ihi, &vl[vl_offset], ldvl, &work[itau], &work[iwrk],
&i__1, &ierr);
/* Perform QR iteration, accumulating Schur vectors in VL */
/* (Workspace: need N+1, prefer N+HSWORK (see comments) ) */
iwrk = itau;
i__1 = *lwork - iwrk + 1;
dhseqr_("S", "V", n, &ilo, &ihi, &a[a_offset], lda, &wr[1], &wi[1], &
vl[vl_offset], ldvl, &work[iwrk], &i__1, info);
if (wantvr) {
/* Want left and right eigenvectors */
/* Copy Schur vectors to VR */
*(unsigned char *)side = 'B';
dlacpy_("F", n, n, &vl[vl_offset], ldvl, &vr[vr_offset], ldvr);
}
} else if (wantvr) {
/* Want right eigenvectors */
/* Copy Householder vectors to VR */
*(unsigned char *)side = 'R';
dlacpy_("L", n, n, &a[a_offset], lda, &vr[vr_offset], ldvr)
;
/* Generate orthogonal matrix in VR */
/* (Workspace: need 3*N-1, prefer 2*N+(N-1)*NB) */
i__1 = *lwork - iwrk + 1;
dorghr_(n, &ilo, &ihi, &vr[vr_offset], ldvr, &work[itau], &work[iwrk],
&i__1, &ierr);
/* Perform QR iteration, accumulating Schur vectors in VR */
/* (Workspace: need N+1, prefer N+HSWORK (see comments) ) */
iwrk = itau;
i__1 = *lwork - iwrk + 1;
dhseqr_("S", "V", n, &ilo, &ihi, &a[a_offset], lda, &wr[1], &wi[1], &
vr[vr_offset], ldvr, &work[iwrk], &i__1, info);
} else {
/* Compute eigenvalues only */
/* (Workspace: need N+1, prefer N+HSWORK (see comments) ) */
iwrk = itau;
i__1 = *lwork - iwrk + 1;
dhseqr_("E", "N", n, &ilo, &ihi, &a[a_offset], lda, &wr[1], &wi[1], &
vr[vr_offset], ldvr, &work[iwrk], &i__1, info);
}
/* If INFO > 0 from DHSEQR, then quit */
if (*info > 0) {
goto L50;
}
if (wantvl || wantvr) {
/* Compute left and/or right eigenvectors */
/* (Workspace: need 4*N) */
dtrevc_(side, "B", select, n, &a[a_offset], lda, &vl[vl_offset], ldvl,
&vr[vr_offset], ldvr, n, &nout, &work[iwrk], &ierr);
}
if (wantvl) {
/* Undo balancing of left eigenvectors */
/* (Workspace: need N) */
dgebak_("B", "L", n, &ilo, &ihi, &work[ibal], n, &vl[vl_offset], ldvl,
&ierr);
/* Normalize left eigenvectors and make largest component real */
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
if (wi[i__] == 0.) {
scl = 1. / dnrm2_(n, &vl[i__ * vl_dim1 + 1], &c__1);
dscal_(n, &scl, &vl[i__ * vl_dim1 + 1], &c__1);
} else if (wi[i__] > 0.) {
d__1 = dnrm2_(n, &vl[i__ * vl_dim1 + 1], &c__1);
d__2 = dnrm2_(n, &vl[(i__ + 1) * vl_dim1 + 1], &c__1);
scl = 1. / dlapy2_(&d__1, &d__2);
dscal_(n, &scl, &vl[i__ * vl_dim1 + 1], &c__1);
dscal_(n, &scl, &vl[(i__ + 1) * vl_dim1 + 1], &c__1);
i__2 = *n;
for (k = 1; k <= i__2; ++k) {
/* Computing 2nd power */
d__1 = vl[k + i__ * vl_dim1];
/* Computing 2nd power */
d__2 = vl[k + (i__ + 1) * vl_dim1];
work[iwrk + k - 1] = d__1 * d__1 + d__2 * d__2;
}
k = idamax_(n, &work[iwrk], &c__1);
dlartg_(&vl[k + i__ * vl_dim1], &vl[k + (i__ + 1) * vl_dim1],
&cs, &sn, &r__);
drot_(n, &vl[i__ * vl_dim1 + 1], &c__1, &vl[(i__ + 1) *
vl_dim1 + 1], &c__1, &cs, &sn);
vl[k + (i__ + 1) * vl_dim1] = 0.;
}
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors */
/* (Workspace: need N) */
dgebak_("B", "R", n, &ilo, &ihi, &work[ibal], n, &vr[vr_offset], ldvr,
&ierr);
/* Normalize right eigenvectors and make largest component real */
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
if (wi[i__] == 0.) {
scl = 1. / dnrm2_(n, &vr[i__ * vr_dim1 + 1], &c__1);
dscal_(n, &scl, &vr[i__ * vr_dim1 + 1], &c__1);
} else if (wi[i__] > 0.) {
d__1 = dnrm2_(n, &vr[i__ * vr_dim1 + 1], &c__1);
d__2 = dnrm2_(n, &vr[(i__ + 1) * vr_dim1 + 1], &c__1);
scl = 1. / dlapy2_(&d__1, &d__2);
dscal_(n, &scl, &vr[i__ * vr_dim1 + 1], &c__1);
dscal_(n, &scl, &vr[(i__ + 1) * vr_dim1 + 1], &c__1);
i__2 = *n;
for (k = 1; k <= i__2; ++k) {
/* Computing 2nd power */
d__1 = vr[k + i__ * vr_dim1];
/* Computing 2nd power */
d__2 = vr[k + (i__ + 1) * vr_dim1];
work[iwrk + k - 1] = d__1 * d__1 + d__2 * d__2;
}
k = idamax_(n, &work[iwrk], &c__1);
dlartg_(&vr[k + i__ * vr_dim1], &vr[k + (i__ + 1) * vr_dim1],
&cs, &sn, &r__);
drot_(n, &vr[i__ * vr_dim1 + 1], &c__1, &vr[(i__ + 1) *
vr_dim1 + 1], &c__1, &cs, &sn);
vr[k + (i__ + 1) * vr_dim1] = 0.;
}
}
}
/* Undo scaling if necessary */
L50:
if (scalea) {
i__1 = *n - *info;
/* Computing MAX */
i__3 = *n - *info;
i__2 = max(i__3,1);
dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wr[*info +
1], &i__2, &ierr);
i__1 = *n - *info;
/* Computing MAX */
i__3 = *n - *info;
i__2 = max(i__3,1);
dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wi[*info +
1], &i__2, &ierr);
if (*info > 0) {
i__1 = ilo - 1;
dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wr[1],
n, &ierr);
i__1 = ilo - 1;
dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &wi[1],
n, &ierr);
}
}
work[1] = (doublereal) maxwrk;
return 0;
/* End of DGEEV */
} /* dgeev_ */
/* Subroutine */ int dbdsqr_(char *uplo, integer *n, integer *ncvt, integer *
nru, integer *ncc, doublereal *d__, doublereal *e, doublereal *vt,
integer *ldvt, doublereal *u, integer *ldu, doublereal *c__, integer *
ldc, doublereal *work, integer *info)
{
/* System generated locals */
integer c_dim1, c_offset, u_dim1, u_offset, vt_dim1, vt_offset, i__1,
i__2;
doublereal d__1, d__2, d__3, d__4;
/* Builtin functions */
double pow_dd(doublereal *, doublereal *), sqrt(doublereal), d_sign(
doublereal *, doublereal *);
/* Local variables */
doublereal f, g, h__;
integer i__, j, m;
doublereal r__, cs;
integer ll;
doublereal sn, mu;
integer nm1, nm12, nm13, lll;
doublereal eps, sll, tol, abse;
integer idir;
doublereal abss;
integer oldm;
doublereal cosl;
integer isub, iter;
doublereal unfl, sinl, cosr, smin, smax, sinr;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *), dlas2_(
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *), dscal_(integer *, doublereal *, doublereal *,
integer *);
extern logical lsame_(char *, char *);
doublereal oldcs;
extern /* Subroutine */ int dlasr_(char *, char *, char *, integer *,
integer *, doublereal *, doublereal *, doublereal *, integer *);
integer oldll;
doublereal shift, sigmn, oldsn;
extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
doublereal *, integer *);
integer maxit;
doublereal sminl, sigmx;
logical lower;
extern /* Subroutine */ int dlasq1_(integer *, doublereal *, doublereal *,
doublereal *, integer *), dlasv2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *);
extern doublereal dlamch_(char *);
extern /* Subroutine */ int dlartg_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *), xerbla_(char *,
integer *);
doublereal sminoa, thresh;
logical rotate;
doublereal tolmul;
/* -- LAPACK routine (version 3.1.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* January 2007 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DBDSQR computes the singular values and, optionally, the right and/or */
/* left singular vectors from the singular value decomposition (SVD) of */
/* a real N-by-N (upper or lower) bidiagonal matrix B using the implicit */
/* zero-shift QR algorithm. The SVD of B has the form */
/* B = Q * S * P**T */
/* where S is the diagonal matrix of singular values, Q is an orthogonal */
/* matrix of left singular vectors, and P is an orthogonal matrix of */
/* right singular vectors. If left singular vectors are requested, this */
/* subroutine actually returns U*Q instead of Q, and, if right singular */
/* vectors are requested, this subroutine returns P**T*VT instead of */
/* P**T, for given real input matrices U and VT. When U and VT are the */
/* orthogonal matrices that reduce a general matrix A to bidiagonal */
/* form: A = U*B*VT, as computed by DGEBRD, then */
/* A = (U*Q) * S * (P**T*VT) */
/* is the SVD of A. Optionally, the subroutine may also compute Q**T*C */
/* for a given real input matrix C. */
/* See "Computing Small Singular Values of Bidiagonal Matrices With */
/* Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, */
/* LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11, */
/* no. 5, pp. 873-912, Sept 1990) and */
/* "Accurate singular values and differential qd algorithms," by */
/* B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics */
/* Department, University of California at Berkeley, July 1992 */
/* for a detailed description of the algorithm. */
/* Arguments */
/* ========= */
/* UPLO (input) CHARACTER*1 */
/* = 'U': B is upper bidiagonal; */
/* = 'L': B is lower bidiagonal. */
/* N (input) INTEGER */
/* The order of the matrix B. N >= 0. */
/* NCVT (input) INTEGER */
/* The number of columns of the matrix VT. NCVT >= 0. */
/* NRU (input) INTEGER */
/* The number of rows of the matrix U. NRU >= 0. */
/* NCC (input) INTEGER */
/* The number of columns of the matrix C. NCC >= 0. */
/* D (input/output) DOUBLE PRECISION array, dimension (N) */
/* On entry, the n diagonal elements of the bidiagonal matrix B. */
/* On exit, if INFO=0, the singular values of B in decreasing */
/* order. */
/* E (input/output) DOUBLE PRECISION array, dimension (N-1) */
/* On entry, the N-1 offdiagonal elements of the bidiagonal */
/* matrix B. */
/* On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E */
/* will contain the diagonal and superdiagonal elements of a */
/* bidiagonal matrix orthogonally equivalent to the one given */
/* as input. */
/* VT (input/output) DOUBLE PRECISION array, dimension (LDVT, NCVT) */
/* On entry, an N-by-NCVT matrix VT. */
/* On exit, VT is overwritten by P**T * VT. */
/* Not referenced if NCVT = 0. */
/* LDVT (input) INTEGER */
/* The leading dimension of the array VT. */
/* LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0. */
/* U (input/output) DOUBLE PRECISION array, dimension (LDU, N) */
/* On entry, an NRU-by-N matrix U. */
/* On exit, U is overwritten by U * Q. */
/* Not referenced if NRU = 0. */
/* LDU (input) INTEGER */
/* The leading dimension of the array U. LDU >= max(1,NRU). */
/* C (input/output) DOUBLE PRECISION array, dimension (LDC, NCC) */
/* On entry, an N-by-NCC matrix C. */
/* On exit, C is overwritten by Q**T * C. */
/* Not referenced if NCC = 0. */
/* LDC (input) INTEGER */
/* The leading dimension of the array C. */
/* LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0. */
/* WORK (workspace) DOUBLE PRECISION array, dimension (2*N) */
/* if NCVT = NRU = NCC = 0, (max(1, 4*N)) otherwise */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* < 0: If INFO = -i, the i-th argument had an illegal value */
/* > 0: the algorithm did not converge; D and E contain the */
/* elements of a bidiagonal matrix which is orthogonally */
/* similar to the input matrix B; if INFO = i, i */
/* elements of E have not converged to zero. */
/* Internal Parameters */
/* =================== */
/* TOLMUL DOUBLE PRECISION, default = max(10,min(100,EPS**(-1/8))) */
/* TOLMUL controls the convergence criterion of the QR loop. */
/* If it is positive, TOLMUL*EPS is the desired relative */
/* precision in the computed singular values. */
/* If it is negative, abs(TOLMUL*EPS*sigma_max) is the */
/* desired absolute accuracy in the computed singular */
/* values (corresponds to relative accuracy */
/* abs(TOLMUL*EPS) in the largest singular value. */
/* abs(TOLMUL) should be between 1 and 1/EPS, and preferably */
/* between 10 (for fast convergence) and .1/EPS */
/* (for there to be some accuracy in the results). */
/* Default is to lose at either one eighth or 2 of the */
/* available decimal digits in each computed singular value */
/* (whichever is smaller). */
/* MAXITR INTEGER, default = 6 */
/* MAXITR controls the maximum number of passes of the */
/* algorithm through its inner loop. The algorithms stops */
/* (and so fails to converge) if the number of passes */
/* through the inner loop exceeds MAXITR*N**2. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
--d__;
--e;
vt_dim1 = *ldvt;
vt_offset = 1 + vt_dim1;
vt -= vt_offset;
u_dim1 = *ldu;
u_offset = 1 + u_dim1;
u -= u_offset;
c_dim1 = *ldc;
c_offset = 1 + c_dim1;
c__ -= c_offset;
--work;
/* Function Body */
*info = 0;
lower = lsame_(uplo, "L");
if (! lsame_(uplo, "U") && ! lower) {
*info = -1;
} else if (*n < 0) {
*info = -2;
} else if (*ncvt < 0) {
*info = -3;
} else if (*nru < 0) {
*info = -4;
} else if (*ncc < 0) {
*info = -5;
} else if (*ncvt == 0 && *ldvt < 1 || *ncvt > 0 && *ldvt < max(1,*n)) {
*info = -9;
} else if (*ldu < max(1,*nru)) {
*info = -11;
} else if (*ncc == 0 && *ldc < 1 || *ncc > 0 && *ldc < max(1,*n)) {
*info = -13;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DBDSQR", &i__1);
return 0;
}
if (*n == 0) {
return 0;
}
if (*n == 1) {
goto L160;
}
/* ROTATE is true if any singular vectors desired, false otherwise */
rotate = *ncvt > 0 || *nru > 0 || *ncc > 0;
/* If no singular vectors desired, use qd algorithm */
if (! rotate) {
dlasq1_(n, &d__[1], &e[1], &work[1], info);
return 0;
}
nm1 = *n - 1;
nm12 = nm1 + nm1;
nm13 = nm12 + nm1;
idir = 0;
/* Get machine constants */
eps = dlamch_("Epsilon");
unfl = dlamch_("Safe minimum");
/* If matrix lower bidiagonal, rotate to be upper bidiagonal */
/* by applying Givens rotations on the left */
if (lower) {
i__1 = *n - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
dlartg_(&d__[i__], &e[i__], &cs, &sn, &r__);
d__[i__] = r__;
e[i__] = sn * d__[i__ + 1];
d__[i__ + 1] = cs * d__[i__ + 1];
work[i__] = cs;
work[nm1 + i__] = sn;
/* L10: */
}
/* Update singular vectors if desired */
if (*nru > 0) {
dlasr_("R", "V", "F", nru, n, &work[1], &work[*n], &u[u_offset],
ldu);
}
if (*ncc > 0) {
dlasr_("L", "V", "F", n, ncc, &work[1], &work[*n], &c__[c_offset],
ldc);
}
}
/* Compute singular values to relative accuracy TOL */
/* (By setting TOL to be negative, algorithm will compute */
/* singular values to absolute accuracy ABS(TOL)*norm(input matrix)) */
/* Computing MAX */
/* Computing MIN */
d__3 = 100., d__4 = pow_dd(&eps, &c_b15);
d__1 = 10., d__2 = min(d__3,d__4);
tolmul = max(d__1,d__2);
tol = tolmul * eps;
/* Compute approximate maximum, minimum singular values */
smax = 0.;
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* Computing MAX */
d__2 = smax, d__3 = (d__1 = d__[i__], abs(d__1));
smax = max(d__2,d__3);
/* L20: */
}
i__1 = *n - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
/* Computing MAX */
d__2 = smax, d__3 = (d__1 = e[i__], abs(d__1));
smax = max(d__2,d__3);
/* L30: */
}
sminl = 0.;
if (tol >= 0.) {
/* Relative accuracy desired */
sminoa = abs(d__[1]);
if (sminoa == 0.) {
goto L50;
}
mu = sminoa;
i__1 = *n;
for (i__ = 2; i__ <= i__1; ++i__) {
mu = (d__2 = d__[i__], abs(d__2)) * (mu / (mu + (d__1 = e[i__ - 1]
, abs(d__1))));
sminoa = min(sminoa,mu);
if (sminoa == 0.) {
goto L50;
}
/* L40: */
}
L50:
sminoa /= sqrt((doublereal) (*n));
/* Computing MAX */
d__1 = tol * sminoa, d__2 = *n * 6 * *n * unfl;
thresh = max(d__1,d__2);
} else {
/* Absolute accuracy desired */
/* Computing MAX */
d__1 = abs(tol) * smax, d__2 = *n * 6 * *n * unfl;
thresh = max(d__1,d__2);
}
/* Prepare for main iteration loop for the singular values */
/* (MAXIT is the maximum number of passes through the inner */
/* loop permitted before nonconvergence signalled.) */
maxit = *n * 6 * *n;
iter = 0;
oldll = -1;
oldm = -1;
/* M points to last element of unconverged part of matrix */
m = *n;
/* Begin main iteration loop */
L60:
/* Check for convergence or exceeding iteration count */
if (m <= 1) {
goto L160;
}
if (iter > maxit) {
goto L200;
}
/* Find diagonal block of matrix to work on */
if (tol < 0. && (d__1 = d__[m], abs(d__1)) <= thresh) {
d__[m] = 0.;
}
smax = (d__1 = d__[m], abs(d__1));
smin = smax;
i__1 = m - 1;
for (lll = 1; lll <= i__1; ++lll) {
ll = m - lll;
abss = (d__1 = d__[ll], abs(d__1));
abse = (d__1 = e[ll], abs(d__1));
if (tol < 0. && abss <= thresh) {
d__[ll] = 0.;
}
if (abse <= thresh) {
goto L80;
}
smin = min(smin,abss);
/* Computing MAX */
d__1 = max(smax,abss);
smax = max(d__1,abse);
/* L70: */
}
ll = 0;
goto L90;
L80:
e[ll] = 0.;
/* Matrix splits since E(LL) = 0 */
if (ll == m - 1) {
/* Convergence of bottom singular value, return to top of loop */
--m;
goto L60;
}
L90:
++ll;
/* E(LL) through E(M-1) are nonzero, E(LL-1) is zero */
if (ll == m - 1) {
/* 2 by 2 block, handle separately */
dlasv2_(&d__[m - 1], &e[m - 1], &d__[m], &sigmn, &sigmx, &sinr, &cosr,
&sinl, &cosl);
d__[m - 1] = sigmx;
e[m - 1] = 0.;
d__[m] = sigmn;
/* Compute singular vectors, if desired */
if (*ncvt > 0) {
drot_(ncvt, &vt[m - 1 + vt_dim1], ldvt, &vt[m + vt_dim1], ldvt, &
cosr, &sinr);
}
if (*nru > 0) {
drot_(nru, &u[(m - 1) * u_dim1 + 1], &c__1, &u[m * u_dim1 + 1], &
c__1, &cosl, &sinl);
}
if (*ncc > 0) {
drot_(ncc, &c__[m - 1 + c_dim1], ldc, &c__[m + c_dim1], ldc, &
cosl, &sinl);
}
m += -2;
goto L60;
}
/* If working on new submatrix, choose shift direction */
/* (from larger end diagonal element towards smaller) */
if (ll > oldm || m < oldll) {
if ((d__1 = d__[ll], abs(d__1)) >= (d__2 = d__[m], abs(d__2))) {
/* Chase bulge from top (big end) to bottom (small end) */
idir = 1;
} else {
/* Chase bulge from bottom (big end) to top (small end) */
idir = 2;
}
}
/* Apply convergence tests */
if (idir == 1) {
/* Run convergence test in forward direction */
/* First apply standard test to bottom of matrix */
if ((d__2 = e[m - 1], abs(d__2)) <= abs(tol) * (d__1 = d__[m], abs(
d__1)) || tol < 0. && (d__3 = e[m - 1], abs(d__3)) <= thresh)
{
e[m - 1] = 0.;
goto L60;
}
if (tol >= 0.) {
/* If relative accuracy desired, */
/* apply convergence criterion forward */
mu = (d__1 = d__[ll], abs(d__1));
sminl = mu;
i__1 = m - 1;
for (lll = ll; lll <= i__1; ++lll) {
if ((d__1 = e[lll], abs(d__1)) <= tol * mu) {
e[lll] = 0.;
goto L60;
}
mu = (d__2 = d__[lll + 1], abs(d__2)) * (mu / (mu + (d__1 = e[
lll], abs(d__1))));
sminl = min(sminl,mu);
/* L100: */
}
}
} else {
/* Run convergence test in backward direction */
/* First apply standard test to top of matrix */
if ((d__2 = e[ll], abs(d__2)) <= abs(tol) * (d__1 = d__[ll], abs(d__1)
) || tol < 0. && (d__3 = e[ll], abs(d__3)) <= thresh) {
e[ll] = 0.;
goto L60;
}
if (tol >= 0.) {
/* If relative accuracy desired, */
/* apply convergence criterion backward */
mu = (d__1 = d__[m], abs(d__1));
sminl = mu;
i__1 = ll;
for (lll = m - 1; lll >= i__1; --lll) {
if ((d__1 = e[lll], abs(d__1)) <= tol * mu) {
e[lll] = 0.;
goto L60;
}
mu = (d__2 = d__[lll], abs(d__2)) * (mu / (mu + (d__1 = e[lll]
, abs(d__1))));
sminl = min(sminl,mu);
/* L110: */
}
}
}
oldll = ll;
oldm = m;
/* Compute shift. First, test if shifting would ruin relative */
/* accuracy, and if so set the shift to zero. */
/* Computing MAX */
d__1 = eps, d__2 = tol * .01;
if (tol >= 0. && *n * tol * (sminl / smax) <= max(d__1,d__2)) {
/* Use a zero shift to avoid loss of relative accuracy */
shift = 0.;
} else {
/* Compute the shift from 2-by-2 block at end of matrix */
if (idir == 1) {
sll = (d__1 = d__[ll], abs(d__1));
dlas2_(&d__[m - 1], &e[m - 1], &d__[m], &shift, &r__);
} else {
sll = (d__1 = d__[m], abs(d__1));
dlas2_(&d__[ll], &e[ll], &d__[ll + 1], &shift, &r__);
}
/* Test if shift negligible, and if so set to zero */
if (sll > 0.) {
/* Computing 2nd power */
d__1 = shift / sll;
if (d__1 * d__1 < eps) {
shift = 0.;
}
}
}
/* Increment iteration count */
iter = iter + m - ll;
/* If SHIFT = 0, do simplified QR iteration */
if (shift == 0.) {
if (idir == 1) {
/* Chase bulge from top to bottom */
/* Save cosines and sines for later singular vector updates */
cs = 1.;
oldcs = 1.;
i__1 = m - 1;
for (i__ = ll; i__ <= i__1; ++i__) {
d__1 = d__[i__] * cs;
dlartg_(&d__1, &e[i__], &cs, &sn, &r__);
if (i__ > ll) {
e[i__ - 1] = oldsn * r__;
}
d__1 = oldcs * r__;
d__2 = d__[i__ + 1] * sn;
dlartg_(&d__1, &d__2, &oldcs, &oldsn, &d__[i__]);
work[i__ - ll + 1] = cs;
work[i__ - ll + 1 + nm1] = sn;
work[i__ - ll + 1 + nm12] = oldcs;
work[i__ - ll + 1 + nm13] = oldsn;
/* L120: */
}
h__ = d__[m] * cs;
d__[m] = h__ * oldcs;
e[m - 1] = h__ * oldsn;
/* Update singular vectors */
if (*ncvt > 0) {
i__1 = m - ll + 1;
dlasr_("L", "V", "F", &i__1, ncvt, &work[1], &work[*n], &vt[
ll + vt_dim1], ldvt);
}
if (*nru > 0) {
i__1 = m - ll + 1;
dlasr_("R", "V", "F", nru, &i__1, &work[nm12 + 1], &work[nm13
+ 1], &u[ll * u_dim1 + 1], ldu);
}
if (*ncc > 0) {
i__1 = m - ll + 1;
dlasr_("L", "V", "F", &i__1, ncc, &work[nm12 + 1], &work[nm13
+ 1], &c__[ll + c_dim1], ldc);
}
/* Test convergence */
if ((d__1 = e[m - 1], abs(d__1)) <= thresh) {
e[m - 1] = 0.;
}
} else {
/* Chase bulge from bottom to top */
/* Save cosines and sines for later singular vector updates */
cs = 1.;
oldcs = 1.;
i__1 = ll + 1;
for (i__ = m; i__ >= i__1; --i__) {
d__1 = d__[i__] * cs;
dlartg_(&d__1, &e[i__ - 1], &cs, &sn, &r__);
if (i__ < m) {
e[i__] = oldsn * r__;
}
d__1 = oldcs * r__;
d__2 = d__[i__ - 1] * sn;
dlartg_(&d__1, &d__2, &oldcs, &oldsn, &d__[i__]);
work[i__ - ll] = cs;
work[i__ - ll + nm1] = -sn;
work[i__ - ll + nm12] = oldcs;
work[i__ - ll + nm13] = -oldsn;
/* L130: */
}
h__ = d__[ll] * cs;
d__[ll] = h__ * oldcs;
e[ll] = h__ * oldsn;
/* Update singular vectors */
if (*ncvt > 0) {
i__1 = m - ll + 1;
dlasr_("L", "V", "B", &i__1, ncvt, &work[nm12 + 1], &work[
nm13 + 1], &vt[ll + vt_dim1], ldvt);
}
if (*nru > 0) {
i__1 = m - ll + 1;
dlasr_("R", "V", "B", nru, &i__1, &work[1], &work[*n], &u[ll *
u_dim1 + 1], ldu);
}
if (*ncc > 0) {
i__1 = m - ll + 1;
dlasr_("L", "V", "B", &i__1, ncc, &work[1], &work[*n], &c__[
ll + c_dim1], ldc);
}
/* Test convergence */
if ((d__1 = e[ll], abs(d__1)) <= thresh) {
e[ll] = 0.;
}
}
} else {
/* Use nonzero shift */
if (idir == 1) {
/* Chase bulge from top to bottom */
/* Save cosines and sines for later singular vector updates */
f = ((d__1 = d__[ll], abs(d__1)) - shift) * (d_sign(&c_b49, &d__[
ll]) + shift / d__[ll]);
g = e[ll];
i__1 = m - 1;
for (i__ = ll; i__ <= i__1; ++i__) {
dlartg_(&f, &g, &cosr, &sinr, &r__);
if (i__ > ll) {
e[i__ - 1] = r__;
}
f = cosr * d__[i__] + sinr * e[i__];
e[i__] = cosr * e[i__] - sinr * d__[i__];
g = sinr * d__[i__ + 1];
d__[i__ + 1] = cosr * d__[i__ + 1];
dlartg_(&f, &g, &cosl, &sinl, &r__);
d__[i__] = r__;
f = cosl * e[i__] + sinl * d__[i__ + 1];
d__[i__ + 1] = cosl * d__[i__ + 1] - sinl * e[i__];
if (i__ < m - 1) {
g = sinl * e[i__ + 1];
e[i__ + 1] = cosl * e[i__ + 1];
}
work[i__ - ll + 1] = cosr;
work[i__ - ll + 1 + nm1] = sinr;
work[i__ - ll + 1 + nm12] = cosl;
work[i__ - ll + 1 + nm13] = sinl;
/* L140: */
}
e[m - 1] = f;
/* Update singular vectors */
if (*ncvt > 0) {
i__1 = m - ll + 1;
dlasr_("L", "V", "F", &i__1, ncvt, &work[1], &work[*n], &vt[
ll + vt_dim1], ldvt);
}
if (*nru > 0) {
i__1 = m - ll + 1;
dlasr_("R", "V", "F", nru, &i__1, &work[nm12 + 1], &work[nm13
+ 1], &u[ll * u_dim1 + 1], ldu);
}
if (*ncc > 0) {
i__1 = m - ll + 1;
dlasr_("L", "V", "F", &i__1, ncc, &work[nm12 + 1], &work[nm13
+ 1], &c__[ll + c_dim1], ldc);
}
/* Test convergence */
if ((d__1 = e[m - 1], abs(d__1)) <= thresh) {
e[m - 1] = 0.;
}
} else {
/* Chase bulge from bottom to top */
/* Save cosines and sines for later singular vector updates */
f = ((d__1 = d__[m], abs(d__1)) - shift) * (d_sign(&c_b49, &d__[m]
) + shift / d__[m]);
g = e[m - 1];
i__1 = ll + 1;
for (i__ = m; i__ >= i__1; --i__) {
dlartg_(&f, &g, &cosr, &sinr, &r__);
if (i__ < m) {
e[i__] = r__;
}
f = cosr * d__[i__] + sinr * e[i__ - 1];
e[i__ - 1] = cosr * e[i__ - 1] - sinr * d__[i__];
g = sinr * d__[i__ - 1];
d__[i__ - 1] = cosr * d__[i__ - 1];
dlartg_(&f, &g, &cosl, &sinl, &r__);
d__[i__] = r__;
f = cosl * e[i__ - 1] + sinl * d__[i__ - 1];
d__[i__ - 1] = cosl * d__[i__ - 1] - sinl * e[i__ - 1];
if (i__ > ll + 1) {
g = sinl * e[i__ - 2];
e[i__ - 2] = cosl * e[i__ - 2];
}
work[i__ - ll] = cosr;
work[i__ - ll + nm1] = -sinr;
work[i__ - ll + nm12] = cosl;
work[i__ - ll + nm13] = -sinl;
/* L150: */
}
e[ll] = f;
/* Test convergence */
if ((d__1 = e[ll], abs(d__1)) <= thresh) {
e[ll] = 0.;
}
/* Update singular vectors if desired */
if (*ncvt > 0) {
i__1 = m - ll + 1;
dlasr_("L", "V", "B", &i__1, ncvt, &work[nm12 + 1], &work[
nm13 + 1], &vt[ll + vt_dim1], ldvt);
}
if (*nru > 0) {
i__1 = m - ll + 1;
dlasr_("R", "V", "B", nru, &i__1, &work[1], &work[*n], &u[ll *
u_dim1 + 1], ldu);
}
if (*ncc > 0) {
i__1 = m - ll + 1;
dlasr_("L", "V", "B", &i__1, ncc, &work[1], &work[*n], &c__[
ll + c_dim1], ldc);
}
}
}
/* QR iteration finished, go back and check convergence */
goto L60;
/* All singular values converged, so make them positive */
L160:
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
if (d__[i__] < 0.) {
d__[i__] = -d__[i__];
/* Change sign of singular vectors, if desired */
if (*ncvt > 0) {
dscal_(ncvt, &c_b72, &vt[i__ + vt_dim1], ldvt);
}
}
/* L170: */
}
/* Sort the singular values into decreasing order (insertion sort on */
/* singular values, but only one transposition per singular vector) */
i__1 = *n - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
/* Scan for smallest D(I) */
isub = 1;
smin = d__[1];
i__2 = *n + 1 - i__;
for (j = 2; j <= i__2; ++j) {
if (d__[j] <= smin) {
isub = j;
smin = d__[j];
}
/* L180: */
}
if (isub != *n + 1 - i__) {
/* Swap singular values and vectors */
d__[isub] = d__[*n + 1 - i__];
d__[*n + 1 - i__] = smin;
if (*ncvt > 0) {
dswap_(ncvt, &vt[isub + vt_dim1], ldvt, &vt[*n + 1 - i__ +
vt_dim1], ldvt);
}
if (*nru > 0) {
dswap_(nru, &u[isub * u_dim1 + 1], &c__1, &u[(*n + 1 - i__) *
u_dim1 + 1], &c__1);
}
if (*ncc > 0) {
dswap_(ncc, &c__[isub + c_dim1], ldc, &c__[*n + 1 - i__ +
c_dim1], ldc);
}
}
/* L190: */
}
goto L220;
/* Maximum number of iterations exceeded, failure to converge */
L200:
*info = 0;
i__1 = *n - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
if (e[i__] != 0.) {
++(*info);
}
/* L210: */
}
L220:
return 0;
/* End of DBDSQR */
} /* dbdsqr_ */
// ----- givens matrix-matrix multiplication ----- //
void mat_mul_givens(givens_matrix *gm, double *a){
int dim = MATRIX_SIZE, inc = 1;
drot_(&dim, a+(MATRIX_SIZE*(gm->i)),&inc, a+(MATRIX_SIZE*(gm->j)),&inc, &(gm->c), &(gm->s));
}
// ----- multipliation methods ----- //
// ----- givens matrix-vector multiplication ----- //
void mat_vec_dot_givens(givens_matrix *gm, double *a){
int inc = 1;
gm->s = -gm->s;
drot_(&inc, a+(gm->i),&inc, a+(gm->j),&inc, &(gm->c), &(gm->s));
gm->s = -gm->s;
}
/*< subroutine dsvdc(x,ldx,n,p,s,e,u,ldu,v,ldv,work,job,info) >*/
/* Subroutine */ int dsvdc_(doublereal *x, integer *ldx, integer *n, integer *
p, doublereal *s, doublereal *e, doublereal *u, integer *ldu,
doublereal *v, integer *ldv, doublereal *work, integer *job, integer *
info)
{
/* System generated locals */
integer x_dim1, x_offset, u_dim1, u_offset, v_dim1, v_offset, i__1, i__2,
i__3;
doublereal d__1, d__2, d__3, d__4, d__5, d__6, d__7;
/* Builtin functions */
double d_sign(doublereal *, doublereal *), sqrt(doublereal);
/* Local variables */
doublereal b, c__, f, g;
integer i__, j, k, l=0, m;
doublereal t, t1, el;
integer kk;
doublereal cs;
integer ll, mm, ls=0;
doublereal sl;
integer lu;
doublereal sm, sn;
integer lm1, mm1, lp1, mp1, nct, ncu, lls, nrt;
doublereal emm1, smm1;
integer kase;
extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *,
integer *);
integer jobu, iter;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
doublereal test;
extern doublereal dnrm2_(integer *, doublereal *, integer *);
integer nctp1, nrtp1;
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *);
doublereal scale, shift;
extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
doublereal *, integer *), drotg_(doublereal *, doublereal *,
doublereal *, doublereal *);
integer maxit;
extern /* Subroutine */ int daxpy_(integer *, doublereal *, doublereal *,
integer *, doublereal *, integer *);
logical wantu, wantv;
doublereal ztest;
/*< integer ldx,n,p,ldu,ldv,job,info >*/
/*< double precision x(ldx,1),s(1),e(1),u(ldu,1),v(ldv,1),work(1) >*/
/* dsvdc is a subroutine to reduce a double precision nxp matrix x */
/* by orthogonal transformations u and v to diagonal form. the */
/* diagonal elements s(i) are the singular values of x. the */
/* columns of u are the corresponding left singular vectors, */
/* and the columns of v the right singular vectors. */
/* on entry */
/* x double precision(ldx,p), where ldx.ge.n. */
/* x contains the matrix whose singular value */
/* decomposition is to be computed. x is */
/* destroyed by dsvdc. */
/* ldx integer. */
/* ldx is the leading dimension of the array x. */
/* n integer. */
/* n is the number of rows of the matrix x. */
/* p integer. */
/* p is the number of columns of the matrix x. */
/* ldu integer. */
/* ldu is the leading dimension of the array u. */
/* (see below). */
/* ldv integer. */
/* ldv is the leading dimension of the array v. */
/* (see below). */
/* work double precision(n). */
/* work is a scratch array. */
/* job integer. */
/* job controls the computation of the singular */
/* vectors. it has the decimal expansion ab */
/* with the following meaning */
/* a.eq.0 do not compute the left singular */
/* vectors. */
/* a.eq.1 return the n left singular vectors */
/* in u. */
/* a.ge.2 return the first min(n,p) singular */
/* vectors in u. */
/* b.eq.0 do not compute the right singular */
/* vectors. */
/* b.eq.1 return the right singular vectors */
/* in v. */
/* on return */
/* s double precision(mm), where mm=min(n+1,p). */
/* the first min(n,p) entries of s contain the */
/* singular values of x arranged in descending */
/* order of magnitude. */
/* e double precision(p), */
/* e ordinarily contains zeros. however see the */
/* discussion of info for exceptions. */
/* u double precision(ldu,k), where ldu.ge.n. if */
/* joba.eq.1 then k.eq.n, if joba.ge.2 */
/* then k.eq.min(n,p). */
/* u contains the matrix of left singular vectors. */
/* u is not referenced if joba.eq.0. if n.le.p */
/* or if joba.eq.2, then u may be identified with x */
/* in the subroutine call. */
/* v double precision(ldv,p), where ldv.ge.p. */
/* v contains the matrix of right singular vectors. */
/* v is not referenced if job.eq.0. if p.le.n, */
/* then v may be identified with x in the */
/* subroutine call. */
/* info integer. */
/* the singular values (and their corresponding */
/* singular vectors) s(info+1),s(info+2),...,s(m) */
/* are correct (here m=min(n,p)). thus if */
/* info.eq.0, all the singular values and their */
/* vectors are correct. in any event, the matrix */
/* b = trans(u)*x*v is the bidiagonal matrix */
/* with the elements of s on its diagonal and the */
/* elements of e on its super-diagonal (trans(u) */
/* is the transpose of u). thus the singular */
/* values of x and b are the same. */
/* linpack. this version dated 08/14/78 . */
/* correction made to shift 2/84. */
/* g.w. stewart, university of maryland, argonne national lab. */
/* dsvdc uses the following functions and subprograms. */
/* external drot */
/* blas daxpy,ddot,dscal,dswap,dnrm2,drotg */
/* fortran dabs,dmax1,max0,min0,mod,dsqrt */
/* internal variables */
/*< >*/
/*< double precision ddot,t,r >*/
/*< >*/
/*< logical wantu,wantv >*/
/* set the maximum number of iterations. */
/*< maxit = 1000 >*/
/* Parameter adjustments */
x_dim1 = *ldx;
x_offset = 1 + x_dim1;
x -= x_offset;
--s;
--e;
u_dim1 = *ldu;
u_offset = 1 + u_dim1;
u -= u_offset;
v_dim1 = *ldv;
v_offset = 1 + v_dim1;
v -= v_offset;
--work;
/* Function Body */
maxit = 1000;
/* determine what is to be computed. */
/*< wantu = .false. >*/
wantu = FALSE_;
/*< wantv = .false. >*/
wantv = FALSE_;
/*< jobu = mod(job,100)/10 >*/
jobu = *job % 100 / 10;
/*< ncu = n >*/
ncu = *n;
/*< if (jobu .gt. 1) ncu = min0(n,p) >*/
if (jobu > 1) {
ncu = min(*n,*p);
}
/*< if (jobu .ne. 0) wantu = .true. >*/
if (jobu != 0) {
wantu = TRUE_;
}
/*< if (mod(job,10) .ne. 0) wantv = .true. >*/
if (*job % 10 != 0) {
wantv = TRUE_;
}
/* reduce x to bidiagonal form, storing the diagonal elements */
/* in s and the super-diagonal elements in e. */
/*< info = 0 >*/
*info = 0;
/*< nct = min0(n-1,p) >*/
/* Computing MIN */
i__1 = *n - 1;
nct = min(i__1,*p);
/*< nrt = max0(0,min0(p-2,n)) >*/
/* Computing MAX */
/* Computing MIN */
i__3 = *p - 2;
i__1 = 0, i__2 = min(i__3,*n);
nrt = max(i__1,i__2);
/*< lu = max0(nct,nrt) >*/
lu = max(nct,nrt);
/*< if (lu .lt. 1) go to 170 >*/
if (lu < 1) {
goto L170;
}
/*< do 160 l = 1, lu >*/
i__1 = lu;
for (l = 1; l <= i__1; ++l) {
/*< lp1 = l + 1 >*/
lp1 = l + 1;
/*< if (l .gt. nct) go to 20 >*/
if (l > nct) {
goto L20;
}
/* compute the transformation for the l-th column and */
/* place the l-th diagonal in s(l). */
/*< s(l) = dnrm2(n-l+1,x(l,l),1) >*/
i__2 = *n - l + 1;
s[l] = dnrm2_(&i__2, &x[l + l * x_dim1], &c__1);
/*< if (s(l) .eq. 0.0d0) go to 10 >*/
if (s[l] == 0.) {
goto L10;
}
/*< if (x(l,l) .ne. 0.0d0) s(l) = dsign(s(l),x(l,l)) >*/
if (x[l + l * x_dim1] != 0.) {
s[l] = d_sign(&s[l], &x[l + l * x_dim1]);
}
/*< call dscal(n-l+1,1.0d0/s(l),x(l,l),1) >*/
i__2 = *n - l + 1;
d__1 = 1. / s[l];
dscal_(&i__2, &d__1, &x[l + l * x_dim1], &c__1);
/*< x(l,l) = 1.0d0 + x(l,l) >*/
x[l + l * x_dim1] += 1.;
/*< 10 continue >*/
L10:
/*< s(l) = -s(l) >*/
s[l] = -s[l];
/*< 20 continue >*/
L20:
/*< if (p .lt. lp1) go to 50 >*/
if (*p < lp1) {
goto L50;
}
/*< do 40 j = lp1, p >*/
i__2 = *p;
for (j = lp1; j <= i__2; ++j) {
/*< if (l .gt. nct) go to 30 >*/
if (l > nct) {
goto L30;
}
/*< if (s(l) .eq. 0.0d0) go to 30 >*/
if (s[l] == 0.) {
goto L30;
}
/* apply the transformation. */
/*< t = -ddot(n-l+1,x(l,l),1,x(l,j),1)/x(l,l) >*/
i__3 = *n - l + 1;
t = -ddot_(&i__3, &x[l + l * x_dim1], &c__1, &x[l + j * x_dim1], &
c__1) / x[l + l * x_dim1];
/*< call daxpy(n-l+1,t,x(l,l),1,x(l,j),1) >*/
i__3 = *n - l + 1;
daxpy_(&i__3, &t, &x[l + l * x_dim1], &c__1, &x[l + j * x_dim1], &
c__1);
/*< 30 continue >*/
L30:
/* place the l-th row of x into e for the */
/* subsequent calculation of the row transformation. */
/*< e(j) = x(l,j) >*/
e[j] = x[l + j * x_dim1];
/*< 40 continue >*/
/* L40: */
}
/*< 50 continue >*/
L50:
/*< if (.not.wantu .or. l .gt. nct) go to 70 >*/
if (! wantu || l > nct) {
goto L70;
}
/* place the transformation in u for subsequent back */
/* multiplication. */
/*< do 60 i = l, n >*/
i__2 = *n;
for (i__ = l; i__ <= i__2; ++i__) {
/*< u(i,l) = x(i,l) >*/
u[i__ + l * u_dim1] = x[i__ + l * x_dim1];
/*< 60 continue >*/
/* L60: */
}
/*< 70 continue >*/
L70:
/*< if (l .gt. nrt) go to 150 >*/
if (l > nrt) {
goto L150;
}
/* compute the l-th row transformation and place the */
/* l-th super-diagonal in e(l). */
/*< e(l) = dnrm2(p-l,e(lp1),1) >*/
i__2 = *p - l;
e[l] = dnrm2_(&i__2, &e[lp1], &c__1);
/*< if (e(l) .eq. 0.0d0) go to 80 >*/
if (e[l] == 0.) {
goto L80;
}
/*< if (e(lp1) .ne. 0.0d0) e(l) = dsign(e(l),e(lp1)) >*/
if (e[lp1] != 0.) {
e[l] = d_sign(&e[l], &e[lp1]);
}
/*< call dscal(p-l,1.0d0/e(l),e(lp1),1) >*/
i__2 = *p - l;
d__1 = 1. / e[l];
dscal_(&i__2, &d__1, &e[lp1], &c__1);
/*< e(lp1) = 1.0d0 + e(lp1) >*/
e[lp1] += 1.;
/*< 80 continue >*/
L80:
/*< e(l) = -e(l) >*/
e[l] = -e[l];
/*< if (lp1 .gt. n .or. e(l) .eq. 0.0d0) go to 120 >*/
if (lp1 > *n || e[l] == 0.) {
goto L120;
}
/* apply the transformation. */
/*< do 90 i = lp1, n >*/
i__2 = *n;
for (i__ = lp1; i__ <= i__2; ++i__) {
/*< work(i) = 0.0d0 >*/
work[i__] = 0.;
/*< 90 continue >*/
/* L90: */
}
/*< do 100 j = lp1, p >*/
i__2 = *p;
for (j = lp1; j <= i__2; ++j) {
/*< call daxpy(n-l,e(j),x(lp1,j),1,work(lp1),1) >*/
i__3 = *n - l;
daxpy_(&i__3, &e[j], &x[lp1 + j * x_dim1], &c__1, &work[lp1], &
c__1);
/*< 100 continue >*/
/* L100: */
}
/*< do 110 j = lp1, p >*/
i__2 = *p;
for (j = lp1; j <= i__2; ++j) {
/*< call daxpy(n-l,-e(j)/e(lp1),work(lp1),1,x(lp1,j),1) >*/
i__3 = *n - l;
d__1 = -e[j] / e[lp1];
daxpy_(&i__3, &d__1, &work[lp1], &c__1, &x[lp1 + j * x_dim1], &
c__1);
/*< 110 continue >*/
/* L110: */
}
/*< 120 continue >*/
L120:
/*< if (.not.wantv) go to 140 >*/
if (! wantv) {
goto L140;
}
/* place the transformation in v for subsequent */
/* back multiplication. */
/*< do 130 i = lp1, p >*/
i__2 = *p;
for (i__ = lp1; i__ <= i__2; ++i__) {
/*< v(i,l) = e(i) >*/
v[i__ + l * v_dim1] = e[i__];
/*< 130 continue >*/
/* L130: */
}
/*< 140 continue >*/
L140:
/*< 150 continue >*/
L150:
/*< 160 continue >*/
/* L160: */
;
}
/*< 170 continue >*/
L170:
/* set up the final bidiagonal matrix or order m. */
/*< m = min0(p,n+1) >*/
/* Computing MIN */
i__1 = *p, i__2 = *n + 1;
m = min(i__1,i__2);
/*< nctp1 = nct + 1 >*/
nctp1 = nct + 1;
/*< nrtp1 = nrt + 1 >*/
nrtp1 = nrt + 1;
/*< if (nct .lt. p) s(nctp1) = x(nctp1,nctp1) >*/
if (nct < *p) {
s[nctp1] = x[nctp1 + nctp1 * x_dim1];
}
/*< if (n .lt. m) s(m) = 0.0d0 >*/
if (*n < m) {
s[m] = 0.;
}
/*< if (nrtp1 .lt. m) e(nrtp1) = x(nrtp1,m) >*/
if (nrtp1 < m) {
e[nrtp1] = x[nrtp1 + m * x_dim1];
}
/*< e(m) = 0.0d0 >*/
e[m] = 0.;
/* if required, generate u. */
/*< if (.not.wantu) go to 300 >*/
if (! wantu) {
goto L300;
}
/*< if (ncu .lt. nctp1) go to 200 >*/
if (ncu < nctp1) {
goto L200;
}
/*< do 190 j = nctp1, ncu >*/
i__1 = ncu;
for (j = nctp1; j <= i__1; ++j) {
/*< do 180 i = 1, n >*/
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
/*< u(i,j) = 0.0d0 >*/
u[i__ + j * u_dim1] = 0.;
/*< 180 continue >*/
/* L180: */
}
/*< u(j,j) = 1.0d0 >*/
u[j + j * u_dim1] = 1.;
/*< 190 continue >*/
/* L190: */
}
/*< 200 continue >*/
L200:
/*< if (nct .lt. 1) go to 290 >*/
if (nct < 1) {
goto L290;
}
/*< do 280 ll = 1, nct >*/
i__1 = nct;
for (ll = 1; ll <= i__1; ++ll) {
/*< l = nct - ll + 1 >*/
l = nct - ll + 1;
/*< if (s(l) .eq. 0.0d0) go to 250 >*/
if (s[l] == 0.) {
goto L250;
}
/*< lp1 = l + 1 >*/
lp1 = l + 1;
/*< if (ncu .lt. lp1) go to 220 >*/
if (ncu < lp1) {
goto L220;
}
/*< do 210 j = lp1, ncu >*/
i__2 = ncu;
for (j = lp1; j <= i__2; ++j) {
/*< t = -ddot(n-l+1,u(l,l),1,u(l,j),1)/u(l,l) >*/
i__3 = *n - l + 1;
t = -ddot_(&i__3, &u[l + l * u_dim1], &c__1, &u[l + j * u_dim1], &
c__1) / u[l + l * u_dim1];
/*< call daxpy(n-l+1,t,u(l,l),1,u(l,j),1) >*/
i__3 = *n - l + 1;
daxpy_(&i__3, &t, &u[l + l * u_dim1], &c__1, &u[l + j * u_dim1], &
c__1);
/*< 210 continue >*/
/* L210: */
}
/*< 220 continue >*/
L220:
/*< call dscal(n-l+1,-1.0d0,u(l,l),1) >*/
i__2 = *n - l + 1;
dscal_(&i__2, &c_b44, &u[l + l * u_dim1], &c__1);
/*< u(l,l) = 1.0d0 + u(l,l) >*/
u[l + l * u_dim1] += 1.;
/*< lm1 = l - 1 >*/
lm1 = l - 1;
/*< if (lm1 .lt. 1) go to 240 >*/
if (lm1 < 1) {
goto L240;
}
/*< do 230 i = 1, lm1 >*/
i__2 = lm1;
for (i__ = 1; i__ <= i__2; ++i__) {
/*< u(i,l) = 0.0d0 >*/
u[i__ + l * u_dim1] = 0.;
/*< 230 continue >*/
/* L230: */
}
/*< 240 continue >*/
L240:
/*< go to 270 >*/
goto L270;
/*< 250 continue >*/
L250:
/*< do 260 i = 1, n >*/
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
/*< u(i,l) = 0.0d0 >*/
u[i__ + l * u_dim1] = 0.;
/*< 260 continue >*/
/* L260: */
}
/*< u(l,l) = 1.0d0 >*/
u[l + l * u_dim1] = 1.;
/*< 270 continue >*/
L270:
/*< 280 continue >*/
/* L280: */
;
}
/*< 290 continue >*/
L290:
/*< 300 continue >*/
L300:
/* if it is required, generate v. */
/*< if (.not.wantv) go to 350 >*/
if (! wantv) {
goto L350;
}
/*< do 340 ll = 1, p >*/
i__1 = *p;
for (ll = 1; ll <= i__1; ++ll) {
/*< l = p - ll + 1 >*/
l = *p - ll + 1;
/*< lp1 = l + 1 >*/
lp1 = l + 1;
/*< if (l .gt. nrt) go to 320 >*/
if (l > nrt) {
goto L320;
}
/*< if (e(l) .eq. 0.0d0) go to 320 >*/
if (e[l] == 0.) {
goto L320;
}
/*< do 310 j = lp1, p >*/
i__2 = *p;
for (j = lp1; j <= i__2; ++j) {
/*< t = -ddot(p-l,v(lp1,l),1,v(lp1,j),1)/v(lp1,l) >*/
i__3 = *p - l;
t = -ddot_(&i__3, &v[lp1 + l * v_dim1], &c__1, &v[lp1 + j *
v_dim1], &c__1) / v[lp1 + l * v_dim1];
/*< call daxpy(p-l,t,v(lp1,l),1,v(lp1,j),1) >*/
i__3 = *p - l;
daxpy_(&i__3, &t, &v[lp1 + l * v_dim1], &c__1, &v[lp1 + j *
v_dim1], &c__1);
/*< 310 continue >*/
/* L310: */
}
/*< 320 continue >*/
L320:
/*< do 330 i = 1, p >*/
i__2 = *p;
for (i__ = 1; i__ <= i__2; ++i__) {
/*< v(i,l) = 0.0d0 >*/
v[i__ + l * v_dim1] = 0.;
/*< 330 continue >*/
/* L330: */
}
/*< v(l,l) = 1.0d0 >*/
v[l + l * v_dim1] = 1.;
/*< 340 continue >*/
/* L340: */
}
/*< 350 continue >*/
L350:
/* main iteration loop for the singular values. */
/*< mm = m >*/
mm = m;
/*< iter = 0 >*/
iter = 0;
/*< 360 continue >*/
L360:
/* quit if all the singular values have been found. */
/* ...exit */
/*< if (m .eq. 0) go to 620 >*/
if (m == 0) {
goto L620;
}
/* if too many iterations have been performed, set */
/* flag and return. */
/*< if (iter .lt. maxit) go to 370 >*/
if (iter < maxit) {
goto L370;
}
/*< info = m >*/
*info = m;
/* ......exit */
/*< go to 620 >*/
goto L620;
/*< 370 continue >*/
L370:
/* this section of the program inspects for */
/* negligible elements in the s and e arrays. on */
/* completion the variables kase and l are set as follows. */
/* kase = 1 if s(m) and e(l-1) are negligible and l.lt.m */
/* kase = 2 if s(l) is negligible and l.lt.m */
/* kase = 3 if e(l-1) is negligible, l.lt.m, and */
/* s(l), ..., s(m) are not negligible (qr step). */
/* kase = 4 if e(m-1) is negligible (convergence). */
/*< do 390 ll = 1, m >*/
i__1 = m;
for (ll = 1; ll <= i__1; ++ll) {
/*< l = m - ll >*/
l = m - ll;
/* ...exit */
/*< if (l .eq. 0) go to 400 >*/
if (l == 0) {
goto L400;
}
/*< test = dabs(s(l)) + dabs(s(l+1)) >*/
test = (d__1 = s[l], abs(d__1)) + (d__2 = s[l + 1], abs(d__2));
/*< ztest = test + dabs(e(l)) >*/
ztest = test + (d__1 = e[l], abs(d__1));
/*< if (ztest .ne. test) go to 380 >*/
if (ztest != test) {
goto L380;
}
/*< e(l) = 0.0d0 >*/
e[l] = 0.;
/* ......exit */
/*< go to 400 >*/
goto L400;
/*< 380 continue >*/
L380:
/*< 390 continue >*/
/* L390: */
;
}
/*< 400 continue >*/
L400:
/*< if (l .ne. m - 1) go to 410 >*/
if (l != m - 1) {
goto L410;
}
/*< kase = 4 >*/
kase = 4;
/*< go to 480 >*/
goto L480;
/*< 410 continue >*/
L410:
/*< lp1 = l + 1 >*/
lp1 = l + 1;
/*< mp1 = m + 1 >*/
mp1 = m + 1;
/*< do 430 lls = lp1, mp1 >*/
i__1 = mp1;
for (lls = lp1; lls <= i__1; ++lls) {
/*< ls = m - lls + lp1 >*/
ls = m - lls + lp1;
/* ...exit */
/*< if (ls .eq. l) go to 440 >*/
if (ls == l) {
goto L440;
}
/*< test = 0.0d0 >*/
test = 0.;
/*< if (ls .ne. m) test = test + dabs(e(ls)) >*/
if (ls != m) {
test += (d__1 = e[ls], abs(d__1));
}
/*< if (ls .ne. l + 1) test = test + dabs(e(ls-1)) >*/
if (ls != l + 1) {
test += (d__1 = e[ls - 1], abs(d__1));
}
/*< ztest = test + dabs(s(ls)) >*/
ztest = test + (d__1 = s[ls], abs(d__1));
/*< if (ztest .ne. test) go to 420 >*/
if (ztest != test) {
goto L420;
}
/*< s(ls) = 0.0d0 >*/
s[ls] = 0.;
/* ......exit */
/*< go to 440 >*/
goto L440;
/*< 420 continue >*/
L420:
/*< 430 continue >*/
/* L430: */
;
}
/*< 440 continue >*/
L440:
/*< if (ls .ne. l) go to 450 >*/
if (ls != l) {
goto L450;
}
/*< kase = 3 >*/
kase = 3;
/*< go to 470 >*/
goto L470;
/*< 450 continue >*/
L450:
/*< if (ls .ne. m) go to 460 >*/
if (ls != m) {
goto L460;
}
/*< kase = 1 >*/
kase = 1;
/*< go to 470 >*/
goto L470;
/*< 460 continue >*/
L460:
/*< kase = 2 >*/
kase = 2;
/*< l = ls >*/
l = ls;
/*< 470 continue >*/
L470:
/*< 480 continue >*/
L480:
/*< l = l + 1 >*/
++l;
/* perform the task indicated by kase. */
/*< go to (490,520,540,570), kase >*/
switch (kase) {
case 1: goto L490;
case 2: goto L520;
case 3: goto L540;
case 4: goto L570;
}
/* deflate negligible s(m). */
/*< 490 continue >*/
L490:
/*< mm1 = m - 1 >*/
mm1 = m - 1;
/*< f = e(m-1) >*/
f = e[m - 1];
/*< e(m-1) = 0.0d0 >*/
e[m - 1] = 0.;
/*< do 510 kk = l, mm1 >*/
i__1 = mm1;
for (kk = l; kk <= i__1; ++kk) {
/*< k = mm1 - kk + l >*/
k = mm1 - kk + l;
/*< t1 = s(k) >*/
t1 = s[k];
/*< call drotg(t1,f,cs,sn) >*/
drotg_(&t1, &f, &cs, &sn);
/*< s(k) = t1 >*/
s[k] = t1;
/*< if (k .eq. l) go to 500 >*/
if (k == l) {
goto L500;
}
/*< f = -sn*e(k-1) >*/
f = -sn * e[k - 1];
/*< e(k-1) = cs*e(k-1) >*/
e[k - 1] = cs * e[k - 1];
/*< 500 continue >*/
L500:
/*< if (wantv) call drot(p,v(1,k),1,v(1,m),1,cs,sn) >*/
if (wantv) {
drot_(p, &v[k * v_dim1 + 1], &c__1, &v[m * v_dim1 + 1], &c__1, &
cs, &sn);
}
/*< 510 continue >*/
/* L510: */
}
/*< go to 610 >*/
goto L610;
/* split at negligible s(l). */
/*< 520 continue >*/
L520:
/*< f = e(l-1) >*/
f = e[l - 1];
/*< e(l-1) = 0.0d0 >*/
e[l - 1] = 0.;
/*< do 530 k = l, m >*/
i__1 = m;
for (k = l; k <= i__1; ++k) {
/*< t1 = s(k) >*/
t1 = s[k];
/*< call drotg(t1,f,cs,sn) >*/
drotg_(&t1, &f, &cs, &sn);
/*< s(k) = t1 >*/
s[k] = t1;
/*< f = -sn*e(k) >*/
f = -sn * e[k];
/*< e(k) = cs*e(k) >*/
e[k] = cs * e[k];
/*< if (wantu) call drot(n,u(1,k),1,u(1,l-1),1,cs,sn) >*/
if (wantu) {
drot_(n, &u[k * u_dim1 + 1], &c__1, &u[(l - 1) * u_dim1 + 1], &
c__1, &cs, &sn);
}
/*< 530 continue >*/
/* L530: */
}
/*< go to 610 >*/
goto L610;
/* perform one qr step. */
/*< 540 continue >*/
L540:
/* calculate the shift. */
/*< >*/
/* Computing MAX */
d__6 = (d__1 = s[m], abs(d__1)), d__7 = (d__2 = s[m - 1], abs(d__2)),
d__6 = max(d__6,d__7), d__7 = (d__3 = e[m - 1], abs(d__3)), d__6 =
max(d__6,d__7), d__7 = (d__4 = s[l], abs(d__4)), d__6 = max(d__6,
d__7), d__7 = (d__5 = e[l], abs(d__5));
scale = max(d__6,d__7);
/*< sm = s(m)/scale >*/
sm = s[m] / scale;
/*< smm1 = s(m-1)/scale >*/
smm1 = s[m - 1] / scale;
/*< emm1 = e(m-1)/scale >*/
emm1 = e[m - 1] / scale;
/*< sl = s(l)/scale >*/
sl = s[l] / scale;
/*< el = e(l)/scale >*/
el = e[l] / scale;
/*< b = ((smm1 + sm)*(smm1 - sm) + emm1**2)/2.0d0 >*/
/* Computing 2nd power */
d__1 = emm1;
b = ((smm1 + sm) * (smm1 - sm) + d__1 * d__1) / 2.;
/*< c = (sm*emm1)**2 >*/
/* Computing 2nd power */
d__1 = sm * emm1;
c__ = d__1 * d__1;
/*< shift = 0.0d0 >*/
shift = 0.;
/*< if (b .eq. 0.0d0 .and. c .eq. 0.0d0) go to 550 >*/
if (b == 0. && c__ == 0.) {
goto L550;
}
/*< shift = dsqrt(b**2+c) >*/
/* Computing 2nd power */
d__1 = b;
shift = sqrt(d__1 * d__1 + c__);
/*< if (b .lt. 0.0d0) shift = -shift >*/
if (b < 0.) {
shift = -shift;
}
/*< shift = c/(b + shift) >*/
shift = c__ / (b + shift);
/*< 550 continue >*/
L550:
/*< f = (sl + sm)*(sl - sm) + shift >*/
f = (sl + sm) * (sl - sm) + shift;
/*< g = sl*el >*/
g = sl * el;
/* chase zeros. */
/*< mm1 = m - 1 >*/
mm1 = m - 1;
/*< do 560 k = l, mm1 >*/
i__1 = mm1;
for (k = l; k <= i__1; ++k) {
/*< call drotg(f,g,cs,sn) >*/
drotg_(&f, &g, &cs, &sn);
/*< if (k .ne. l) e(k-1) = f >*/
if (k != l) {
e[k - 1] = f;
}
/*< f = cs*s(k) + sn*e(k) >*/
f = cs * s[k] + sn * e[k];
/*< e(k) = cs*e(k) - sn*s(k) >*/
e[k] = cs * e[k] - sn * s[k];
/*< g = sn*s(k+1) >*/
g = sn * s[k + 1];
/*< s(k+1) = cs*s(k+1) >*/
s[k + 1] = cs * s[k + 1];
/*< if (wantv) call drot(p,v(1,k),1,v(1,k+1),1,cs,sn) >*/
if (wantv) {
drot_(p, &v[k * v_dim1 + 1], &c__1, &v[(k + 1) * v_dim1 + 1], &
c__1, &cs, &sn);
}
/*< call drotg(f,g,cs,sn) >*/
drotg_(&f, &g, &cs, &sn);
/*< s(k) = f >*/
s[k] = f;
/*< f = cs*e(k) + sn*s(k+1) >*/
f = cs * e[k] + sn * s[k + 1];
/*< s(k+1) = -sn*e(k) + cs*s(k+1) >*/
s[k + 1] = -sn * e[k] + cs * s[k + 1];
/*< g = sn*e(k+1) >*/
g = sn * e[k + 1];
/*< e(k+1) = cs*e(k+1) >*/
e[k + 1] = cs * e[k + 1];
/*< >*/
if (wantu && k < *n) {
drot_(n, &u[k * u_dim1 + 1], &c__1, &u[(k + 1) * u_dim1 + 1], &
c__1, &cs, &sn);
}
/*< 560 continue >*/
/* L560: */
}
/*< e(m-1) = f >*/
e[m - 1] = f;
/*< iter = iter + 1 >*/
++iter;
/*< go to 610 >*/
goto L610;
/* convergence. */
/*< 570 continue >*/
L570:
/* make the singular value positive. */
/*< if (s(l) .ge. 0.0d0) go to 580 >*/
if (s[l] >= 0.) {
goto L580;
}
/*< s(l) = -s(l) >*/
s[l] = -s[l];
/*< if (wantv) call dscal(p,-1.0d0,v(1,l),1) >*/
if (wantv) {
dscal_(p, &c_b44, &v[l * v_dim1 + 1], &c__1);
}
/*< 580 continue >*/
L580:
/* order the singular value. */
/*< 590 if (l .eq. mm) go to 600 >*/
L590:
if (l == mm) {
goto L600;
}
/* ...exit */
/*< if (s(l) .ge. s(l+1)) go to 600 >*/
if (s[l] >= s[l + 1]) {
goto L600;
}
/*< t = s(l) >*/
t = s[l];
/*< s(l) = s(l+1) >*/
s[l] = s[l + 1];
/*< s(l+1) = t >*/
s[l + 1] = t;
/*< >*/
if (wantv && l < *p) {
dswap_(p, &v[l * v_dim1 + 1], &c__1, &v[(l + 1) * v_dim1 + 1], &c__1);
}
/*< >*/
if (wantu && l < *n) {
dswap_(n, &u[l * u_dim1 + 1], &c__1, &u[(l + 1) * u_dim1 + 1], &c__1);
}
/*< l = l + 1 >*/
++l;
/*< go to 590 >*/
goto L590;
/*< 600 continue >*/
L600:
/*< iter = 0 >*/
iter = 0;
/*< m = m - 1 >*/
--m;
/*< 610 continue >*/
L610:
/*< go to 360 >*/
goto L360;
/*< 620 continue >*/
L620:
/*< return >*/
return 0;
/*< end >*/
} /* dsvdc_ */
/* Subroutine */ int dgghrd_(char *compq, char *compz, integer *n, integer *
ilo, integer *ihi, doublereal *a, integer *lda, doublereal *b,
integer *ldb, doublereal *q, integer *ldq, doublereal *z__, integer *
ldz, integer *info)
{
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, z_dim1,
z_offset, i__1, i__2, i__3;
/* Local variables */
static integer jcol;
static doublereal temp;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static integer jrow;
static doublereal c__, s;
extern logical lsame_(char *, char *);
extern /* Subroutine */ int dlaset_(char *, integer *, integer *,
doublereal *, doublereal *, doublereal *, integer *),
dlartg_(doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *), xerbla_(char *, integer *);
static integer icompq, icompz;
static logical ilq, ilz;
#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]
#define b_ref(a_1,a_2) b[(a_2)*b_dim1 + a_1]
#define q_ref(a_1,a_2) q[(a_2)*q_dim1 + a_1]
#define z___ref(a_1,a_2) z__[(a_2)*z_dim1 + a_1]
/* -- LAPACK routine (instrumented to count operations, version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
September 30, 1994
---------------------- Begin Timing Code -------------------------
Common block to return operation count and iteration count
ITCNT is initialized to 0, OPS is only incremented
OPST is used to accumulate small contributions to OPS
to avoid roundoff error
----------------------- End Timing Code --------------------------
Purpose
=======
DGGHRD reduces a pair of real matrices (A,B) to generalized upper
Hessenberg form using orthogonal transformations, where A is a
general matrix and B is upper triangular: Q' * A * Z = H and
Q' * B * Z = T, where H is upper Hessenberg, T is upper triangular,
and Q and Z are orthogonal, and ' means transpose.
The orthogonal matrices Q and Z are determined as products of Givens
rotations. They may either be formed explicitly, or they may be
postmultiplied into input matrices Q1 and Z1, so that
Q1 * A * Z1' = (Q1*Q) * H * (Z1*Z)'
Q1 * B * Z1' = (Q1*Q) * T * (Z1*Z)'
Arguments
=========
COMPQ (input) CHARACTER*1
= 'N': do not compute Q;
= 'I': Q is initialized to the unit matrix, and the
orthogonal matrix Q is returned;
= 'V': Q must contain an orthogonal matrix Q1 on entry,
and the product Q1*Q is returned.
COMPZ (input) CHARACTER*1
= 'N': do not compute Z;
= 'I': Z is initialized to the unit matrix, and the
orthogonal matrix Z is returned;
= 'V': Z must contain an orthogonal matrix Z1 on entry,
and the product Z1*Z is returned.
N (input) INTEGER
The order of the matrices A and B. N >= 0.
ILO (input) INTEGER
IHI (input) INTEGER
It is assumed that A is already upper triangular in rows and
columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally set
by a previous call to DGGBAL; otherwise they should be set
to 1 and N respectively.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
A (input/output) DOUBLE PRECISION array, dimension (LDA, N)
On entry, the N-by-N general matrix to be reduced.
On exit, the upper triangle and the first subdiagonal of A
are overwritten with the upper Hessenberg matrix H, and the
rest is set to zero.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input/output) DOUBLE PRECISION array, dimension (LDB, N)
On entry, the N-by-N upper triangular matrix B.
On exit, the upper triangular matrix T = Q' B Z. The
elements below the diagonal are set to zero.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N)
If COMPQ='N': Q is not referenced.
If COMPQ='I': on entry, Q need not be set, and on exit it
contains the orthogonal matrix Q, where Q'
is the product of the Givens transformations
which are applied to A and B on the left.
If COMPQ='V': on entry, Q must contain an orthogonal matrix
Q1, and on exit this is overwritten by Q1*Q.
LDQ (input) INTEGER
The leading dimension of the array Q.
LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise.
Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N)
If COMPZ='N': Z is not referenced.
If COMPZ='I': on entry, Z need not be set, and on exit it
contains the orthogonal matrix Z, which is
the product of the Givens transformations
which are applied to A and B on the right.
If COMPZ='V': on entry, Z must contain an orthogonal matrix
Z1, and on exit this is overwritten by Z1*Z.
LDZ (input) INTEGER
The leading dimension of the array Z.
LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
Further Details
===============
This routine reduces A to Hessenberg and B to triangular form by
an unblocked reduction, as described in _Matrix_Computations_,
by Golub and Van Loan (Johns Hopkins Press.)
=====================================================================
Decode COMPQ
Parameter adjustments */
a_dim1 = *lda;
a_offset = 1 + a_dim1 * 1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1 * 1;
b -= b_offset;
q_dim1 = *ldq;
q_offset = 1 + q_dim1 * 1;
q -= q_offset;
z_dim1 = *ldz;
z_offset = 1 + z_dim1 * 1;
z__ -= z_offset;
/* Function Body */
if (lsame_(compq, "N")) {
ilq = FALSE_;
icompq = 1;
} else if (lsame_(compq, "V")) {
ilq = TRUE_;
icompq = 2;
} else if (lsame_(compq, "I")) {
ilq = TRUE_;
icompq = 3;
} else {
icompq = 0;
}
/* Decode COMPZ */
if (lsame_(compz, "N")) {
ilz = FALSE_;
icompz = 1;
} else if (lsame_(compz, "V")) {
ilz = TRUE_;
icompz = 2;
} else if (lsame_(compz, "I")) {
ilz = TRUE_;
icompz = 3;
} else {
icompz = 0;
}
/* Test the input parameters. */
*info = 0;
if (icompq <= 0) {
*info = -1;
} else if (icompz <= 0) {
*info = -2;
} else if (*n < 0) {
*info = -3;
} else if (*ilo < 1) {
*info = -4;
} else if (*ihi > *n || *ihi < *ilo - 1) {
*info = -5;
} else if (*lda < max(1,*n)) {
*info = -7;
} else if (*ldb < max(1,*n)) {
*info = -9;
} else if (ilq && *ldq < *n || *ldq < 1) {
*info = -11;
} else if (ilz && *ldz < *n || *ldz < 1) {
*info = -13;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DGGHRD", &i__1);
return 0;
}
/* Initialize Q and Z if desired. */
if (icompq == 3) {
dlaset_("Full", n, n, &c_b10, &c_b11, &q[q_offset], ldq);
}
if (icompz == 3) {
dlaset_("Full", n, n, &c_b10, &c_b11, &z__[z_offset], ldz);
}
/* Quick return if possible */
if (*n <= 1) {
return 0;
}
/* Zero out lower triangle of B */
i__1 = *n - 1;
for (jcol = 1; jcol <= i__1; ++jcol) {
i__2 = *n;
for (jrow = jcol + 1; jrow <= i__2; ++jrow) {
b_ref(jrow, jcol) = 0.;
/* L10: */
}
/* L20: */
}
/* Reduce A and B */
i__1 = *ihi - 2;
for (jcol = *ilo; jcol <= i__1; ++jcol) {
i__2 = jcol + 2;
for (jrow = *ihi; jrow >= i__2; --jrow) {
/* Step 1: rotate rows JROW-1, JROW to kill A(JROW,JCOL) */
temp = a_ref(jrow - 1, jcol);
dlartg_(&temp, &a_ref(jrow, jcol), &c__, &s, &a_ref(jrow - 1,
jcol));
a_ref(jrow, jcol) = 0.;
i__3 = *n - jcol;
drot_(&i__3, &a_ref(jrow - 1, jcol + 1), lda, &a_ref(jrow, jcol +
1), lda, &c__, &s);
i__3 = *n + 2 - jrow;
drot_(&i__3, &b_ref(jrow - 1, jrow - 1), ldb, &b_ref(jrow, jrow -
1), ldb, &c__, &s);
if (ilq) {
drot_(n, &q_ref(1, jrow - 1), &c__1, &q_ref(1, jrow), &c__1, &
c__, &s);
}
/* Step 2: rotate columns JROW, JROW-1 to kill B(JROW,JROW-1) */
temp = b_ref(jrow, jrow);
dlartg_(&temp, &b_ref(jrow, jrow - 1), &c__, &s, &b_ref(jrow,
jrow));
b_ref(jrow, jrow - 1) = 0.;
drot_(ihi, &a_ref(1, jrow), &c__1, &a_ref(1, jrow - 1), &c__1, &
c__, &s);
i__3 = jrow - 1;
drot_(&i__3, &b_ref(1, jrow), &c__1, &b_ref(1, jrow - 1), &c__1, &
c__, &s);
if (ilz) {
drot_(n, &z___ref(1, jrow), &c__1, &z___ref(1, jrow - 1), &
c__1, &c__, &s);
}
/* L30: */
}
/* L40: */
}
/* ---------------------- Begin Timing Code -------------------------
Operation count: factor
* number of calls to DLARTG TEMP *7
* total number of rows/cols
rotated in A and B TEMP*[6n + 2(ihi-ilo) + 5]/6 *6
* rows rotated in Q TEMP*n/2 *6
* rows rotated in Z TEMP*n/2 *6 */
temp = (doublereal) (*ihi - *ilo) * (doublereal) (*ihi - *ilo - 1);
jrow = *n * 6 + (*ihi - *ilo << 1) + 12;
if (ilq) {
jrow += *n * 3;
}
if (ilz) {
jrow += *n * 3;
}
latime_1.ops += (doublereal) jrow * temp;
latime_1.itcnt = 0.;
/* ----------------------- End Timing Code -------------------------- */
return 0;
/* End of DGGHRD */
} /* dgghrd_ */
/* Subroutine */
int dlasd2_(integer *nl, integer *nr, integer *sqre, integer *k, doublereal *d__, doublereal *z__, doublereal *alpha, doublereal * beta, doublereal *u, integer *ldu, doublereal *vt, integer *ldvt, doublereal *dsigma, doublereal *u2, integer *ldu2, doublereal *vt2, integer *ldvt2, integer *idxp, integer *idx, integer *idxc, integer * idxq, integer *coltyp, integer *info)
{
/* System generated locals */
integer u_dim1, u_offset, u2_dim1, u2_offset, vt_dim1, vt_offset, vt2_dim1, vt2_offset, i__1;
doublereal d__1, d__2;
/* Local variables */
doublereal c__;
integer i__, j, m, n;
doublereal s;
integer k2;
doublereal z1;
integer ct, jp;
doublereal eps, tau, tol;
integer psm[4], nlp1, nlp2, idxi, idxj;
extern /* Subroutine */
int drot_(integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *);
integer ctot[4], idxjp;
extern /* Subroutine */
int dcopy_(integer *, doublereal *, integer *, doublereal *, integer *);
integer jprev;
extern doublereal dlapy2_(doublereal *, doublereal *), dlamch_(char *);
extern /* Subroutine */
int dlamrg_(integer *, integer *, doublereal *, integer *, integer *, integer *), dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), dlaset_(char *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *), xerbla_(char *, integer *);
doublereal hlftol;
/* -- LAPACK auxiliary routine (version 3.4.2) -- */
/* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
/* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
/* September 2012 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
--d__;
--z__;
u_dim1 = *ldu;
u_offset = 1 + u_dim1;
u -= u_offset;
vt_dim1 = *ldvt;
vt_offset = 1 + vt_dim1;
vt -= vt_offset;
--dsigma;
u2_dim1 = *ldu2;
u2_offset = 1 + u2_dim1;
u2 -= u2_offset;
vt2_dim1 = *ldvt2;
vt2_offset = 1 + vt2_dim1;
vt2 -= vt2_offset;
--idxp;
--idx;
--idxc;
--idxq;
--coltyp;
/* Function Body */
*info = 0;
if (*nl < 1)
{
*info = -1;
}
else if (*nr < 1)
{
*info = -2;
}
else if (*sqre != 1 && *sqre != 0)
{
*info = -3;
}
n = *nl + *nr + 1;
m = n + *sqre;
if (*ldu < n)
{
*info = -10;
}
else if (*ldvt < m)
{
*info = -12;
}
else if (*ldu2 < n)
{
*info = -15;
}
else if (*ldvt2 < m)
{
*info = -17;
}
if (*info != 0)
{
i__1 = -(*info);
xerbla_("DLASD2", &i__1);
return 0;
}
nlp1 = *nl + 1;
nlp2 = *nl + 2;
/* Generate the first part of the vector Z;
and move the singular */
/* values in the first part of D one position backward. */
z1 = *alpha * vt[nlp1 + nlp1 * vt_dim1];
z__[1] = z1;
for (i__ = *nl;
i__ >= 1;
--i__)
{
z__[i__ + 1] = *alpha * vt[i__ + nlp1 * vt_dim1];
d__[i__ + 1] = d__[i__];
idxq[i__ + 1] = idxq[i__] + 1;
/* L10: */
}
/* Generate the second part of the vector Z. */
i__1 = m;
for (i__ = nlp2;
i__ <= i__1;
++i__)
{
z__[i__] = *beta * vt[i__ + nlp2 * vt_dim1];
/* L20: */
}
/* Initialize some reference arrays. */
i__1 = nlp1;
for (i__ = 2;
i__ <= i__1;
++i__)
{
coltyp[i__] = 1;
/* L30: */
}
i__1 = n;
for (i__ = nlp2;
i__ <= i__1;
++i__)
{
coltyp[i__] = 2;
/* L40: */
}
/* Sort the singular values into increasing order */
i__1 = n;
for (i__ = nlp2;
i__ <= i__1;
++i__)
{
idxq[i__] += nlp1;
/* L50: */
}
/* DSIGMA, IDXC, IDXC, and the first column of U2 */
/* are used as storage space. */
i__1 = n;
for (i__ = 2;
i__ <= i__1;
++i__)
{
dsigma[i__] = d__[idxq[i__]];
u2[i__ + u2_dim1] = z__[idxq[i__]];
idxc[i__] = coltyp[idxq[i__]];
/* L60: */
}
dlamrg_(nl, nr, &dsigma[2], &c__1, &c__1, &idx[2]);
i__1 = n;
for (i__ = 2;
i__ <= i__1;
++i__)
{
idxi = idx[i__] + 1;
d__[i__] = dsigma[idxi];
z__[i__] = u2[idxi + u2_dim1];
coltyp[i__] = idxc[idxi];
/* L70: */
}
/* Calculate the allowable deflation tolerance */
eps = dlamch_("Epsilon");
/* Computing MAX */
d__1 = f2c_abs(*alpha);
d__2 = f2c_abs(*beta); // , expr subst
tol = max(d__1,d__2);
/* Computing MAX */
d__2 = (d__1 = d__[n], f2c_abs(d__1));
tol = eps * 8. * max(d__2,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;
i__1 = n;
for (j = 2;
j <= i__1;
++j)
{
if ((d__1 = z__[j], f2c_abs(d__1)) <= tol)
{
/* Deflate due to small z component. */
--k2;
idxp[k2] = j;
coltyp[j] = 4;
if (j == n)
{
goto L120;
}
}
else
{
jprev = j;
goto L90;
}
/* L80: */
}
L90:
j = jprev;
L100:
++j;
if (j > n)
{
goto L110;
}
if ((d__1 = z__[j], f2c_abs(d__1)) <= tol)
{
/* Deflate due to small z component. */
--k2;
idxp[k2] = j;
coltyp[j] = 4;
}
else
{
/* Check if singular values are close enough to allow deflation. */
if ((d__1 = d__[j] - d__[jprev], f2c_abs(d__1)) <= tol)
{
/* Deflation is possible. */
s = z__[jprev];
c__ = z__[j];
/* Find sqrt(a**2+b**2) without overflow or */
/* destructive underflow. */
tau = dlapy2_(&c__, &s);
c__ /= tau;
s = -s / tau;
z__[j] = tau;
z__[jprev] = 0.;
/* Apply back the Givens rotation to the left and right */
/* singular vector matrices. */
idxjp = idxq[idx[jprev] + 1];
idxj = idxq[idx[j] + 1];
if (idxjp <= nlp1)
{
--idxjp;
}
if (idxj <= nlp1)
{
--idxj;
}
drot_(&n, &u[idxjp * u_dim1 + 1], &c__1, &u[idxj * u_dim1 + 1], & c__1, &c__, &s);
drot_(&m, &vt[idxjp + vt_dim1], ldvt, &vt[idxj + vt_dim1], ldvt, & c__, &s);
if (coltyp[j] != coltyp[jprev])
{
coltyp[j] = 3;
}
coltyp[jprev] = 4;
--k2;
idxp[k2] = jprev;
jprev = j;
}
else
{
++(*k);
u2[*k + u2_dim1] = z__[jprev];
dsigma[*k] = d__[jprev];
idxp[*k] = jprev;
jprev = j;
}
}
goto L100;
L110: /* Record the last singular value. */
++(*k);
u2[*k + u2_dim1] = z__[jprev];
dsigma[*k] = d__[jprev];
idxp[*k] = jprev;
L120: /* Count up the total number of the various types of columns, then */
/* form a permutation which positions the four column types into */
/* four groups of uniform structure (although one or more of these */
/* groups may be empty). */
for (j = 1;
j <= 4;
++j)
{
ctot[j - 1] = 0;
/* L130: */
}
i__1 = n;
for (j = 2;
j <= i__1;
++j)
{
ct = coltyp[j];
++ctot[ct - 1];
/* L140: */
}
/* PSM(*) = Position in SubMatrix (of types 1 through 4) */
psm[0] = 2;
psm[1] = ctot[0] + 2;
psm[2] = psm[1] + ctot[1];
psm[3] = psm[2] + ctot[2];
/* Fill out the IDXC array so that the permutation which it induces */
/* will place all type-1 columns first, all type-2 columns next, */
/* then all type-3's, and finally all type-4's, starting from the */
/* second column. This applies similarly to the rows of VT. */
i__1 = n;
for (j = 2;
j <= i__1;
++j)
{
jp = idxp[j];
ct = coltyp[jp];
idxc[psm[ct - 1]] = j;
++psm[ct - 1];
/* L150: */
}
/* Sort the singular values and corresponding singular vectors into */
/* DSIGMA, U2, and VT2 respectively. The singular values/vectors */
/* which were not deflated go into the first K slots of DSIGMA, U2, */
/* and VT2 respectively, while those which were deflated go into the */
/* last N - K slots, except that the first column/row will be treated */
/* separately. */
i__1 = n;
for (j = 2;
j <= i__1;
++j)
{
jp = idxp[j];
dsigma[j] = d__[jp];
idxj = idxq[idx[idxp[idxc[j]]] + 1];
if (idxj <= nlp1)
{
--idxj;
}
dcopy_(&n, &u[idxj * u_dim1 + 1], &c__1, &u2[j * u2_dim1 + 1], &c__1);
dcopy_(&m, &vt[idxj + vt_dim1], ldvt, &vt2[j + vt2_dim1], ldvt2);
/* L160: */
}
/* Determine DSIGMA(1), DSIGMA(2) and Z(1) */
dsigma[1] = 0.;
hlftol = tol / 2.;
if (f2c_abs(dsigma[2]) <= hlftol)
{
dsigma[2] = hlftol;
}
if (m > n)
{
z__[1] = dlapy2_(&z1, &z__[m]);
if (z__[1] <= tol)
{
c__ = 1.;
s = 0.;
z__[1] = tol;
}
else
{
c__ = z1 / z__[1];
s = z__[m] / z__[1];
}
}
else
{
if (f2c_abs(z1) <= tol)
{
z__[1] = tol;
}
else
{
z__[1] = z1;
}
}
/* Move the rest of the updating row to Z. */
i__1 = *k - 1;
dcopy_(&i__1, &u2[u2_dim1 + 2], &c__1, &z__[2], &c__1);
/* Determine the first column of U2, the first row of VT2 and the */
/* last row of VT. */
dlaset_("A", &n, &c__1, &c_b30, &c_b30, &u2[u2_offset], ldu2);
u2[nlp1 + u2_dim1] = 1.;
if (m > n)
{
i__1 = nlp1;
for (i__ = 1;
i__ <= i__1;
++i__)
{
vt[m + i__ * vt_dim1] = -s * vt[nlp1 + i__ * vt_dim1];
vt2[i__ * vt2_dim1 + 1] = c__ * vt[nlp1 + i__ * vt_dim1];
/* L170: */
}
i__1 = m;
for (i__ = nlp2;
i__ <= i__1;
++i__)
{
vt2[i__ * vt2_dim1 + 1] = s * vt[m + i__ * vt_dim1];
vt[m + i__ * vt_dim1] = c__ * vt[m + i__ * vt_dim1];
/* L180: */
}
}
else
{
dcopy_(&m, &vt[nlp1 + vt_dim1], ldvt, &vt2[vt2_dim1 + 1], ldvt2);
}
if (m > n)
{
dcopy_(&m, &vt[m + vt_dim1], ldvt, &vt2[m + vt2_dim1], ldvt2);
}
/* The deflated singular values and their corresponding vectors go */
/* into the back of D, U, and V respectively. */
if (n > *k)
{
i__1 = n - *k;
dcopy_(&i__1, &dsigma[*k + 1], &c__1, &d__[*k + 1], &c__1);
i__1 = n - *k;
dlacpy_("A", &n, &i__1, &u2[(*k + 1) * u2_dim1 + 1], ldu2, &u[(*k + 1) * u_dim1 + 1], ldu);
i__1 = n - *k;
dlacpy_("A", &i__1, &m, &vt2[*k + 1 + vt2_dim1], ldvt2, &vt[*k + 1 + vt_dim1], ldvt);
}
/* Copy CTOT into COLTYP for referencing in DLASD3. */
for (j = 1;
j <= 4;
++j)
{
coltyp[j] = ctot[j - 1];
/* L190: */
}
return 0;
/* End of DLASD2 */
}
/* Subroutine */ int dlaqrb_(logical *wantt, integer *n, integer *ilo,
integer *ihi, doublereal *h__, integer *ldh, doublereal *wr,
doublereal *wi, doublereal *z__, integer *info)
{
/* System generated locals */
integer h_dim1, h_offset, i__1, i__2, i__3, i__4;
doublereal d__1, d__2;
/* Local variables */
static integer i__, j, k, l, m;
static doublereal s, v[3];
static integer i1, i2;
static doublereal t1, t2, t3, v1, v2, v3, h00, h10, h11, h12, h21, h22,
h33, h44;
static integer nh;
static doublereal cs;
static integer nr;
static doublereal sn, h33s, h44s;
static integer itn, its;
static doublereal ulp, sum, tst1, h43h34, unfl, ovfl;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static doublereal work[1];
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *), dlanv2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *), dlabad_(
doublereal *, doublereal *);
extern doublereal dlamch_(char *, ftnlen);
extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
integer *, doublereal *);
extern doublereal dlanhs_(char *, integer *, doublereal *, integer *,
doublereal *, ftnlen);
static doublereal smlnum;
/* %------------------% */
/* | Scalar Arguments | */
/* %------------------% */
/* %-----------------% */
/* | Array Arguments | */
/* %-----------------% */
/* %------------% */
/* | Parameters | */
/* %------------% */
/* %------------------------% */
/* | Local Scalars & Arrays | */
/* %------------------------% */
/* %--------------------% */
/* | External Functions | */
/* %--------------------% */
/* %----------------------% */
/* | External Subroutines | */
/* %----------------------% */
/* %-----------------------% */
/* | Executable Statements | */
/* %-----------------------% */
/* Parameter adjustments */
h_dim1 = *ldh;
h_offset = 1 + h_dim1;
h__ -= h_offset;
--wr;
--wi;
--z__;
/* Function Body */
*info = 0;
/* %--------------------------% */
/* | Quick return if possible | */
/* %--------------------------% */
if (*n == 0) {
return 0;
}
if (*ilo == *ihi) {
wr[*ilo] = h__[*ilo + *ilo * h_dim1];
wi[*ilo] = 0.;
return 0;
}
/* %---------------------------------------------% */
/* | Initialize the vector of last components of | */
/* | the Schur vectors for accumulation. | */
/* %---------------------------------------------% */
i__1 = *n - 1;
for (j = 1; j <= i__1; ++j) {
z__[j] = 0.;
/* L5: */
}
z__[*n] = 1.;
nh = *ihi - *ilo + 1;
/* %-------------------------------------------------------------% */
/* | Set machine-dependent constants for the stopping criterion. | */
/* | If norm(H) <= sqrt(OVFL), overflow should not occur. | */
/* %-------------------------------------------------------------% */
unfl = dlamch_("safe minimum", (ftnlen)12);
ovfl = 1. / unfl;
dlabad_(&unfl, &ovfl);
ulp = dlamch_("precision", (ftnlen)9);
smlnum = unfl * (nh / ulp);
/* %---------------------------------------------------------------% */
/* | I1 and I2 are the indices of the first row and last column | */
/* | of H to which transformations must be applied. If eigenvalues | */
/* | only are computed, I1 and I2 are set inside the main loop. | */
/* | Zero out H(J+2,J) = ZERO for J=1:N if WANTT = .TRUE. | */
/* | else H(J+2,J) for J=ILO:IHI-ILO-1 if WANTT = .FALSE. | */
/* %---------------------------------------------------------------% */
if (*wantt) {
i1 = 1;
i2 = *n;
i__1 = i2 - 2;
for (i__ = 1; i__ <= i__1; ++i__) {
h__[i1 + i__ + 1 + i__ * h_dim1] = 0.;
/* L8: */
}
} else {
i__1 = *ihi - *ilo - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
h__[*ilo + i__ + 1 + (*ilo + i__ - 1) * h_dim1] = 0.;
/* L9: */
}
}
/* %---------------------------------------------------% */
/* | ITN is the total number of QR iterations allowed. | */
/* %---------------------------------------------------% */
itn = nh * 30;
/* ------------------------------------------------------------------ */
/* The main loop begins here. I is the loop index and decreases from */
/* IHI to ILO in steps of 1 or 2. Each iteration of the loop works */
/* with the active submatrix in rows and columns L to I. */
/* Eigenvalues I+1 to IHI have already converged. Either L = ILO or */
/* H(L,L-1) is negligible so that the matrix splits. */
/* ------------------------------------------------------------------ */
i__ = *ihi;
L10:
l = *ilo;
if (i__ < *ilo) {
goto L150;
}
/* %--------------------------------------------------------------% */
/* | Perform QR iterations on rows and columns ILO to I until a | */
/* | submatrix of order 1 or 2 splits off at the bottom because a | */
/* | subdiagonal element has become negligible. | */
/* %--------------------------------------------------------------% */
i__1 = itn;
for (its = 0; its <= i__1; ++its) {
/* %----------------------------------------------% */
/* | Look for a single small subdiagonal element. | */
/* %----------------------------------------------% */
i__2 = l + 1;
for (k = i__; k >= i__2; --k) {
tst1 = (d__1 = h__[k - 1 + (k - 1) * h_dim1], abs(d__1)) + (d__2 =
h__[k + k * h_dim1], abs(d__2));
if (tst1 == 0.) {
i__3 = i__ - l + 1;
tst1 = dlanhs_("1", &i__3, &h__[l + l * h_dim1], ldh, work, (
ftnlen)1);
}
/* Computing MAX */
d__2 = ulp * tst1;
if ((d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)) <= max(d__2,
smlnum)) {
goto L30;
}
/* L20: */
}
L30:
l = k;
if (l > *ilo) {
/* %------------------------% */
/* | H(L,L-1) is negligible | */
/* %------------------------% */
h__[l + (l - 1) * h_dim1] = 0.;
}
/* %-------------------------------------------------------------% */
/* | Exit from loop if a submatrix of order 1 or 2 has split off | */
/* %-------------------------------------------------------------% */
if (l >= i__ - 1) {
goto L140;
}
/* %---------------------------------------------------------% */
/* | Now the active submatrix is in rows and columns L to I. | */
/* | If eigenvalues only are being computed, only the active | */
/* | submatrix need be transformed. | */
/* %---------------------------------------------------------% */
if (! (*wantt)) {
i1 = l;
i2 = i__;
}
if (its == 10 || its == 20) {
/* %-------------------% */
/* | Exceptional shift | */
/* %-------------------% */
s = (d__1 = h__[i__ + (i__ - 1) * h_dim1], abs(d__1)) + (d__2 =
h__[i__ - 1 + (i__ - 2) * h_dim1], abs(d__2));
h44 = s * .75;
h33 = h44;
h43h34 = s * -.4375 * s;
} else {
/* %-----------------------------------------% */
/* | Prepare to use Wilkinson's double shift | */
/* %-----------------------------------------% */
h44 = h__[i__ + i__ * h_dim1];
h33 = h__[i__ - 1 + (i__ - 1) * h_dim1];
h43h34 = h__[i__ + (i__ - 1) * h_dim1] * h__[i__ - 1 + i__ *
h_dim1];
}
/* %-----------------------------------------------------% */
/* | Look for two consecutive small subdiagonal elements | */
/* %-----------------------------------------------------% */
i__2 = l;
for (m = i__ - 2; m >= i__2; --m) {
/* %---------------------------------------------------------% */
/* | Determine the effect of starting the double-shift QR | */
/* | iteration at row M, and see if this would make H(M,M-1) | */
/* | negligible. | */
/* %---------------------------------------------------------% */
h11 = h__[m + m * h_dim1];
h22 = h__[m + 1 + (m + 1) * h_dim1];
h21 = h__[m + 1 + m * h_dim1];
h12 = h__[m + (m + 1) * h_dim1];
h44s = h44 - h11;
h33s = h33 - h11;
v1 = (h33s * h44s - h43h34) / h21 + h12;
v2 = h22 - h11 - h33s - h44s;
v3 = h__[m + 2 + (m + 1) * h_dim1];
s = abs(v1) + abs(v2) + abs(v3);
v1 /= s;
v2 /= s;
v3 /= s;
v[0] = v1;
v[1] = v2;
v[2] = v3;
if (m == l) {
goto L50;
}
h00 = h__[m - 1 + (m - 1) * h_dim1];
h10 = h__[m + (m - 1) * h_dim1];
tst1 = abs(v1) * (abs(h00) + abs(h11) + abs(h22));
if (abs(h10) * (abs(v2) + abs(v3)) <= ulp * tst1) {
goto L50;
}
/* L40: */
}
L50:
/* %----------------------% */
/* | Double-shift QR step | */
/* %----------------------% */
i__2 = i__ - 1;
for (k = m; k <= i__2; ++k) {
/* ------------------------------------------------------------ */
/* The first iteration of this loop determines a reflection G */
/* from the vector V and applies it from left and right to H, */
/* thus creating a nonzero bulge below the subdiagonal. */
/* Each subsequent iteration determines a reflection G to */
/* restore the Hessenberg form in the (K-1)th column, and thus */
/* chases the bulge one step toward the bottom of the active */
/* submatrix. NR is the order of G. */
/* ------------------------------------------------------------ */
/* Computing MIN */
i__3 = 3, i__4 = i__ - k + 1;
nr = min(i__3,i__4);
if (k > m) {
dcopy_(&nr, &h__[k + (k - 1) * h_dim1], &c__1, v, &c__1);
}
dlarfg_(&nr, v, &v[1], &c__1, &t1);
if (k > m) {
h__[k + (k - 1) * h_dim1] = v[0];
h__[k + 1 + (k - 1) * h_dim1] = 0.;
if (k < i__ - 1) {
h__[k + 2 + (k - 1) * h_dim1] = 0.;
}
} else if (m > l) {
h__[k + (k - 1) * h_dim1] = -h__[k + (k - 1) * h_dim1];
}
v2 = v[1];
t2 = t1 * v2;
if (nr == 3) {
v3 = v[2];
t3 = t1 * v3;
/* %------------------------------------------------% */
/* | Apply G from the left to transform the rows of | */
/* | the matrix in columns K to I2. | */
/* %------------------------------------------------% */
i__3 = i2;
for (j = k; j <= i__3; ++j) {
sum = h__[k + j * h_dim1] + v2 * h__[k + 1 + j * h_dim1]
+ v3 * h__[k + 2 + j * h_dim1];
h__[k + j * h_dim1] -= sum * t1;
h__[k + 1 + j * h_dim1] -= sum * t2;
h__[k + 2 + j * h_dim1] -= sum * t3;
/* L60: */
}
/* %----------------------------------------------------% */
/* | Apply G from the right to transform the columns of | */
/* | the matrix in rows I1 to min(K+3,I). | */
/* %----------------------------------------------------% */
/* Computing MIN */
i__4 = k + 3;
i__3 = min(i__4,i__);
for (j = i1; j <= i__3; ++j) {
sum = h__[j + k * h_dim1] + v2 * h__[j + (k + 1) * h_dim1]
+ v3 * h__[j + (k + 2) * h_dim1];
h__[j + k * h_dim1] -= sum * t1;
h__[j + (k + 1) * h_dim1] -= sum * t2;
h__[j + (k + 2) * h_dim1] -= sum * t3;
/* L70: */
}
/* %----------------------------------% */
/* | Accumulate transformations for Z | */
/* %----------------------------------% */
sum = z__[k] + v2 * z__[k + 1] + v3 * z__[k + 2];
z__[k] -= sum * t1;
z__[k + 1] -= sum * t2;
z__[k + 2] -= sum * t3;
} else if (nr == 2) {
/* %------------------------------------------------% */
/* | Apply G from the left to transform the rows of | */
/* | the matrix in columns K to I2. | */
/* %------------------------------------------------% */
i__3 = i2;
for (j = k; j <= i__3; ++j) {
sum = h__[k + j * h_dim1] + v2 * h__[k + 1 + j * h_dim1];
h__[k + j * h_dim1] -= sum * t1;
h__[k + 1 + j * h_dim1] -= sum * t2;
/* L90: */
}
/* %----------------------------------------------------% */
/* | Apply G from the right to transform the columns of | */
/* | the matrix in rows I1 to min(K+3,I). | */
/* %----------------------------------------------------% */
i__3 = i__;
for (j = i1; j <= i__3; ++j) {
sum = h__[j + k * h_dim1] + v2 * h__[j + (k + 1) * h_dim1]
;
h__[j + k * h_dim1] -= sum * t1;
h__[j + (k + 1) * h_dim1] -= sum * t2;
/* L100: */
}
/* %----------------------------------% */
/* | Accumulate transformations for Z | */
/* %----------------------------------% */
sum = z__[k] + v2 * z__[k + 1];
z__[k] -= sum * t1;
z__[k + 1] -= sum * t2;
}
/* L120: */
}
/* L130: */
}
/* %-------------------------------------------------------% */
/* | Failure to converge in remaining number of iterations | */
/* %-------------------------------------------------------% */
*info = i__;
return 0;
L140:
if (l == i__) {
/* %------------------------------------------------------% */
/* | H(I,I-1) is negligible: one eigenvalue has converged | */
/* %------------------------------------------------------% */
wr[i__] = h__[i__ + i__ * h_dim1];
wi[i__] = 0.;
} else if (l == i__ - 1) {
/* %--------------------------------------------------------% */
/* | H(I-1,I-2) is negligible; | */
/* | a pair of eigenvalues have converged. | */
/* | | */
/* | Transform the 2-by-2 submatrix to standard Schur form, | */
/* | and compute and store the eigenvalues. | */
/* %--------------------------------------------------------% */
dlanv2_(&h__[i__ - 1 + (i__ - 1) * h_dim1], &h__[i__ - 1 + i__ *
h_dim1], &h__[i__ + (i__ - 1) * h_dim1], &h__[i__ + i__ *
h_dim1], &wr[i__ - 1], &wi[i__ - 1], &wr[i__], &wi[i__], &cs,
&sn);
if (*wantt) {
/* %-----------------------------------------------------% */
/* | Apply the transformation to the rest of H and to Z, | */
/* | as required. | */
/* %-----------------------------------------------------% */
if (i2 > i__) {
i__1 = i2 - i__;
drot_(&i__1, &h__[i__ - 1 + (i__ + 1) * h_dim1], ldh, &h__[
i__ + (i__ + 1) * h_dim1], ldh, &cs, &sn);
}
i__1 = i__ - i1 - 1;
drot_(&i__1, &h__[i1 + (i__ - 1) * h_dim1], &c__1, &h__[i1 + i__ *
h_dim1], &c__1, &cs, &sn);
sum = cs * z__[i__ - 1] + sn * z__[i__];
z__[i__] = cs * z__[i__] - sn * z__[i__ - 1];
z__[i__ - 1] = sum;
}
}
/* %---------------------------------------------------------% */
/* | Decrement number of remaining iterations, and return to | */
/* | start of the main loop with new value of I. | */
/* %---------------------------------------------------------% */
itn -= its;
i__ = l - 1;
goto L10;
L150:
return 0;
/* %---------------% */
/* | End of dlaqrb | */
/* %---------------% */
} /* dlaqrb_ */
/* Subroutine */ int dlasd2_(integer *nl, integer *nr, integer *sqre, integer
*k, doublereal *d__, doublereal *z__, doublereal *alpha, doublereal *
beta, doublereal *u, integer *ldu, doublereal *vt, integer *ldvt,
doublereal *dsigma, doublereal *u2, integer *ldu2, doublereal *vt2,
integer *ldvt2, integer *idxp, integer *idx, integer *idxc, integer *
idxq, integer *coltyp, integer *info)
{
/* System generated locals */
integer u_dim1, u_offset, u2_dim1, u2_offset, vt_dim1, vt_offset,
vt2_dim1, vt2_offset, i__1;
doublereal d__1, d__2;
/* Local variables */
doublereal c__;
integer i__, j, m, n;
doublereal s;
integer k2;
doublereal z1;
integer ct, jp;
doublereal eps, tau, tol;
integer psm[4], nlp1, nlp2, idxi, idxj;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
integer ctot[4], idxjp;
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *);
integer jprev;
extern doublereal dlapy2_(doublereal *, doublereal *), dlamch_(char *);
extern /* Subroutine */ int dlamrg_(integer *, integer *, doublereal *,
integer *, integer *, integer *), dlacpy_(char *, integer *,
integer *, doublereal *, integer *, doublereal *, integer *), dlaset_(char *, integer *, integer *, doublereal *,
doublereal *, doublereal *, integer *), xerbla_(char *,
integer *);
doublereal hlftol;
/* -- LAPACK auxiliary routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLASD2 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. */
/* DLASD2 is called from DLASD1. */
/* 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 N = NL + NR + 1 rows and */
/* M = N + SQRE >= N columns. */
/* K (output) INTEGER */
/* Contains the dimension of the non-deflated matrix, */
/* This is the order of the related secular equation. 1 <= K <=N. */
/* D (input/output) 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. */
/* Z (output) DOUBLE PRECISION array, dimension(N) */
/* On exit Z contains the updating row vector in the secular */
/* equation. */
/* ALPHA (input) DOUBLE PRECISION */
/* Contains the diagonal element associated with the added row. */
/* BETA (input) DOUBLE PRECISION */
/* Contains the off-diagonal element associated with the added */
/* row. */
/* U (input/output) DOUBLE PRECISION array, dimension(LDU,N) */
/* On entry U contains the left singular vectors of two */
/* submatrices in the two square blocks with corners at (1,1), */
/* (NL, NL), and (NL+2, NL+2), (N,N). */
/* On exit U contains the trailing (N-K) updated left singular */
/* vectors (those which were deflated) in its last N-K columns. */
/* LDU (input) INTEGER */
/* The leading dimension of the array U. LDU >= N. */
/* VT (input/output) DOUBLE PRECISION array, dimension(LDVT,M) */
/* On entry VT' contains the right singular vectors of two */
/* submatrices in the two square blocks with corners at (1,1), */
/* (NL+1, NL+1), and (NL+2, NL+2), (M,M). */
/* On exit VT' contains the trailing (N-K) updated right singular */
/* vectors (those which were deflated) in its last N-K columns. */
/* In case SQRE =1, the last row of VT spans the right null */
/* space. */
/* LDVT (input) INTEGER */
/* The leading dimension of the array VT. LDVT >= M. */
/* DSIGMA (output) DOUBLE PRECISION array, dimension (N) */
/* Contains a copy of the diagonal elements (K-1 singular values */
/* and one zero) in the secular equation. */
/* U2 (output) DOUBLE PRECISION array, dimension(LDU2,N) */
/* Contains a copy of the first K-1 left singular vectors which */
/* will be used by DLASD3 in a matrix multiply (DGEMM) to solve */
/* for the new left singular vectors. U2 is arranged into four */
/* blocks. The first block contains a column with 1 at NL+1 and */
/* zero everywhere else; the second block contains non-zero */
/* entries only at and above NL; the third contains non-zero */
/* entries only below NL+1; and the fourth is dense. */
/* LDU2 (input) INTEGER */
/* The leading dimension of the array U2. LDU2 >= N. */
/* VT2 (output) DOUBLE PRECISION array, dimension(LDVT2,N) */
/* VT2' contains a copy of the first K right singular vectors */
/* which will be used by DLASD3 in a matrix multiply (DGEMM) to */
/* solve for the new right singular vectors. VT2 is arranged into */
/* three blocks. The first block contains a row that corresponds */
/* to the special 0 diagonal element in SIGMA; the second block */
/* contains non-zeros only at and before NL +1; the third block */
/* contains non-zeros only at and after NL +2. */
/* LDVT2 (input) INTEGER */
/* The leading dimension of the array VT2. LDVT2 >= M. */
/* IDXP (workspace) 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. */
/* IDX (workspace) INTEGER array dimension(N) */
/* This will contain the permutation used to sort the contents of */
/* D into ascending order. */
/* IDXC (output) INTEGER array dimension(N) */
/* This will contain the permutation used to arrange the columns */
/* of the deflated U matrix into three groups: the first group */
/* contains non-zero entries only at and above NL, the second */
/* contains non-zero entries only below NL+2, and the third is */
/* dense. */
/* IDXQ (input/output) 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 hlaf 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. */
/* COLTYP (workspace/output) INTEGER array dimension(N) */
/* As workspace, this will contain a label which will indicate */
/* which of the following types a column in the U2 matrix or a */
/* row in the VT2 matrix is: */
/* 1 : non-zero in the upper half only */
/* 2 : non-zero in the lower half only */
/* 3 : dense */
/* 4 : deflated */
/* On exit, it is an array of dimension 4, with COLTYP(I) being */
/* the dimension of the I-th type columns. */
/* INFO (output) INTEGER */
/* = 0: successful exit. */
/* < 0: if INFO = -i, the i-th argument had an illegal value. */
/* Further Details */
/* =============== */
/* Based on contributions by */
/* Ming Gu and Huan Ren, Computer Science Division, University of */
/* California at Berkeley, USA */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
--d__;
--z__;
u_dim1 = *ldu;
u_offset = 1 + u_dim1;
u -= u_offset;
vt_dim1 = *ldvt;
vt_offset = 1 + vt_dim1;
vt -= vt_offset;
--dsigma;
u2_dim1 = *ldu2;
u2_offset = 1 + u2_dim1;
u2 -= u2_offset;
vt2_dim1 = *ldvt2;
vt2_offset = 1 + vt2_dim1;
vt2 -= vt2_offset;
--idxp;
--idx;
--idxc;
--idxq;
--coltyp;
/* Function Body */
*info = 0;
if (*nl < 1) {
*info = -1;
} else if (*nr < 1) {
*info = -2;
} else if (*sqre != 1 && *sqre != 0) {
*info = -3;
}
n = *nl + *nr + 1;
m = n + *sqre;
if (*ldu < n) {
*info = -10;
} else if (*ldvt < m) {
*info = -12;
} else if (*ldu2 < n) {
*info = -15;
} else if (*ldvt2 < m) {
*info = -17;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DLASD2", &i__1);
return 0;
}
nlp1 = *nl + 1;
nlp2 = *nl + 2;
/* Generate the first part of the vector Z; and move the singular */
/* values in the first part of D one position backward. */
z1 = *alpha * vt[nlp1 + nlp1 * vt_dim1];
z__[1] = z1;
for (i__ = *nl; i__ >= 1; --i__) {
z__[i__ + 1] = *alpha * vt[i__ + nlp1 * vt_dim1];
d__[i__ + 1] = d__[i__];
idxq[i__ + 1] = idxq[i__] + 1;
/* L10: */
}
/* Generate the second part of the vector Z. */
i__1 = m;
for (i__ = nlp2; i__ <= i__1; ++i__) {
z__[i__] = *beta * vt[i__ + nlp2 * vt_dim1];
/* L20: */
}
/* Initialize some reference arrays. */
i__1 = nlp1;
for (i__ = 2; i__ <= i__1; ++i__) {
coltyp[i__] = 1;
/* L30: */
}
i__1 = n;
for (i__ = nlp2; i__ <= i__1; ++i__) {
coltyp[i__] = 2;
/* L40: */
}
/* Sort the singular values into increasing order */
i__1 = n;
for (i__ = nlp2; i__ <= i__1; ++i__) {
idxq[i__] += nlp1;
/* L50: */
}
/* DSIGMA, IDXC, IDXC, and the first column of U2 */
/* are used as storage space. */
i__1 = n;
for (i__ = 2; i__ <= i__1; ++i__) {
dsigma[i__] = d__[idxq[i__]];
u2[i__ + u2_dim1] = z__[idxq[i__]];
idxc[i__] = coltyp[idxq[i__]];
/* L60: */
}
dlamrg_(nl, nr, &dsigma[2], &c__1, &c__1, &idx[2]);
i__1 = n;
for (i__ = 2; i__ <= i__1; ++i__) {
idxi = idx[i__] + 1;
d__[i__] = dsigma[idxi];
z__[i__] = u2[idxi + u2_dim1];
coltyp[i__] = idxc[idxi];
/* L70: */
}
/* Calculate the allowable deflation tolerance */
eps = dlamch_("Epsilon");
/* Computing MAX */
d__1 = abs(*alpha), d__2 = abs(*beta);
tol = max(d__1,d__2);
/* Computing MAX */
d__2 = (d__1 = d__[n], abs(d__1));
tol = eps * 8. * max(d__2,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;
i__1 = n;
for (j = 2; j <= i__1; ++j) {
if ((d__1 = z__[j], abs(d__1)) <= tol) {
/* Deflate due to small z component. */
--k2;
idxp[k2] = j;
coltyp[j] = 4;
if (j == n) {
goto L120;
}
} else {
jprev = j;
goto L90;
}
/* L80: */
}
L90:
j = jprev;
L100:
++j;
if (j > n) {
goto L110;
}
if ((d__1 = z__[j], abs(d__1)) <= tol) {
/* Deflate due to small z component. */
--k2;
idxp[k2] = j;
coltyp[j] = 4;
} else {
/* Check if singular values are close enough to allow deflation. */
if ((d__1 = d__[j] - d__[jprev], abs(d__1)) <= tol) {
/* Deflation is possible. */
s = z__[jprev];
c__ = z__[j];
/* Find sqrt(a**2+b**2) without overflow or */
/* destructive underflow. */
tau = dlapy2_(&c__, &s);
c__ /= tau;
s = -s / tau;
z__[j] = tau;
z__[jprev] = 0.;
/* Apply back the Givens rotation to the left and right */
/* singular vector matrices. */
idxjp = idxq[idx[jprev] + 1];
idxj = idxq[idx[j] + 1];
if (idxjp <= nlp1) {
--idxjp;
}
if (idxj <= nlp1) {
--idxj;
}
drot_(&n, &u[idxjp * u_dim1 + 1], &c__1, &u[idxj * u_dim1 + 1], &
c__1, &c__, &s);
drot_(&m, &vt[idxjp + vt_dim1], ldvt, &vt[idxj + vt_dim1], ldvt, &
c__, &s);
if (coltyp[j] != coltyp[jprev]) {
coltyp[j] = 3;
}
coltyp[jprev] = 4;
--k2;
idxp[k2] = jprev;
jprev = j;
} else {
++(*k);
u2[*k + u2_dim1] = z__[jprev];
dsigma[*k] = d__[jprev];
idxp[*k] = jprev;
jprev = j;
}
}
goto L100;
L110:
/* Record the last singular value. */
++(*k);
u2[*k + u2_dim1] = z__[jprev];
dsigma[*k] = d__[jprev];
idxp[*k] = jprev;
L120:
/* Count up the total number of the various types of columns, then */
/* form a permutation which positions the four column types into */
/* four groups of uniform structure (although one or more of these */
/* groups may be empty). */
for (j = 1; j <= 4; ++j) {
ctot[j - 1] = 0;
/* L130: */
}
i__1 = n;
for (j = 2; j <= i__1; ++j) {
ct = coltyp[j];
++ctot[ct - 1];
/* L140: */
}
/* PSM(*) = Position in SubMatrix (of types 1 through 4) */
psm[0] = 2;
psm[1] = ctot[0] + 2;
psm[2] = psm[1] + ctot[1];
psm[3] = psm[2] + ctot[2];
/* Fill out the IDXC array so that the permutation which it induces */
/* will place all type-1 columns first, all type-2 columns next, */
/* then all type-3's, and finally all type-4's, starting from the */
/* second column. This applies similarly to the rows of VT. */
i__1 = n;
for (j = 2; j <= i__1; ++j) {
jp = idxp[j];
ct = coltyp[jp];
idxc[psm[ct - 1]] = j;
++psm[ct - 1];
/* L150: */
}
/* Sort the singular values and corresponding singular vectors into */
/* DSIGMA, U2, and VT2 respectively. The singular values/vectors */
/* which were not deflated go into the first K slots of DSIGMA, U2, */
/* and VT2 respectively, while those which were deflated go into the */
/* last N - K slots, except that the first column/row will be treated */
/* separately. */
i__1 = n;
for (j = 2; j <= i__1; ++j) {
jp = idxp[j];
dsigma[j] = d__[jp];
idxj = idxq[idx[idxp[idxc[j]]] + 1];
if (idxj <= nlp1) {
--idxj;
}
dcopy_(&n, &u[idxj * u_dim1 + 1], &c__1, &u2[j * u2_dim1 + 1], &c__1);
dcopy_(&m, &vt[idxj + vt_dim1], ldvt, &vt2[j + vt2_dim1], ldvt2);
/* L160: */
}
/* Determine DSIGMA(1), DSIGMA(2) and Z(1) */
dsigma[1] = 0.;
hlftol = tol / 2.;
if (abs(dsigma[2]) <= hlftol) {
dsigma[2] = hlftol;
}
if (m > n) {
z__[1] = dlapy2_(&z1, &z__[m]);
if (z__[1] <= tol) {
c__ = 1.;
s = 0.;
z__[1] = tol;
} else {
c__ = z1 / z__[1];
s = z__[m] / z__[1];
}
} else {
if (abs(z1) <= tol) {
z__[1] = tol;
} else {
z__[1] = z1;
}
}
/* Move the rest of the updating row to Z. */
i__1 = *k - 1;
dcopy_(&i__1, &u2[u2_dim1 + 2], &c__1, &z__[2], &c__1);
/* Determine the first column of U2, the first row of VT2 and the */
/* last row of VT. */
dlaset_("A", &n, &c__1, &c_b30, &c_b30, &u2[u2_offset], ldu2);
u2[nlp1 + u2_dim1] = 1.;
if (m > n) {
i__1 = nlp1;
for (i__ = 1; i__ <= i__1; ++i__) {
vt[m + i__ * vt_dim1] = -s * vt[nlp1 + i__ * vt_dim1];
vt2[i__ * vt2_dim1 + 1] = c__ * vt[nlp1 + i__ * vt_dim1];
/* L170: */
}
i__1 = m;
for (i__ = nlp2; i__ <= i__1; ++i__) {
vt2[i__ * vt2_dim1 + 1] = s * vt[m + i__ * vt_dim1];
vt[m + i__ * vt_dim1] = c__ * vt[m + i__ * vt_dim1];
/* L180: */
}
} else {
dcopy_(&m, &vt[nlp1 + vt_dim1], ldvt, &vt2[vt2_dim1 + 1], ldvt2);
}
if (m > n) {
dcopy_(&m, &vt[m + vt_dim1], ldvt, &vt2[m + vt2_dim1], ldvt2);
}
/* The deflated singular values and their corresponding vectors go */
/* into the back of D, U, and V respectively. */
if (n > *k) {
i__1 = n - *k;
dcopy_(&i__1, &dsigma[*k + 1], &c__1, &d__[*k + 1], &c__1);
i__1 = n - *k;
dlacpy_("A", &n, &i__1, &u2[(*k + 1) * u2_dim1 + 1], ldu2, &u[(*k + 1)
* u_dim1 + 1], ldu);
i__1 = n - *k;
dlacpy_("A", &i__1, &m, &vt2[*k + 1 + vt2_dim1], ldvt2, &vt[*k + 1 +
vt_dim1], ldvt);
}
/* Copy CTOT into COLTYP for referencing in DLASD3. */
for (j = 1; j <= 4; ++j) {
coltyp[j] = ctot[j - 1];
/* L190: */
}
return 0;
/* End of DLASD2 */
} /* dlasd2_ */
/* Subroutine */ int dgeev_(char *jobvl, char *jobvr, integer *n, doublereal *
a, integer *lda, doublereal *wr, doublereal *wi, doublereal *vl,
integer *ldvl, doublereal *vr, integer *ldvr, doublereal *work,
integer *lwork, integer *info)
{
/* -- LAPACK driver routine (version 2.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
September 30, 1994
Purpose
=======
DGEEV computes for an N-by-N real nonsymmetric matrix A, the
eigenvalues and, optionally, the left and/or right eigenvectors.
The right eigenvector v(j) of A satisfies
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**H * A = lambda(j) * u(j)**H
where u(j)**H denotes the conjugate transpose of u(j).
The computed eigenvectors are normalized to have Euclidean norm
equal to 1 and largest component real.
Arguments
=========
JOBVL (input) CHARACTER*1
= 'N': left eigenvectors of A are not computed;
= 'V': left eigenvectors of A are computed.
JOBVR (input) CHARACTER*1
= 'N': right eigenvectors of A are not computed;
= 'V': right eigenvectors of A are computed.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
On entry, the N-by-N matrix A.
On exit, A has been overwritten.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
WR (output) DOUBLE PRECISION array, dimension (N)
WI (output) DOUBLE PRECISION array, dimension (N)
WR and WI contain the real and imaginary parts,
respectively, of the computed eigenvalues. Complex
conjugate pairs of eigenvalues appear consecutively
with the eigenvalue having the positive imaginary part
first.
VL (output) DOUBLE PRECISION array, dimension (LDVL,N)
If JOBVL = 'V', the left eigenvectors u(j) are stored one
after another in the columns of VL, in the same order
as their eigenvalues.
If JOBVL = 'N', VL is not referenced.
If the j-th eigenvalue is real, then u(j) = VL(:,j),
the j-th column of VL.
If the j-th and (j+1)-st eigenvalues form a complex
conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and
u(j+1) = VL(:,j) - i*VL(:,j+1).
LDVL (input) INTEGER
The leading dimension of the array VL. LDVL >= 1; if
JOBVL = 'V', LDVL >= N.
VR (output) DOUBLE PRECISION array, dimension (LDVR,N)
If JOBVR = 'V', the right eigenvectors v(j) are stored one
after another in the columns of VR, in the same order
as their eigenvalues.
If JOBVR = 'N', VR is not referenced.
If the j-th eigenvalue is real, then v(j) = VR(:,j),
the j-th column of VR.
If the j-th and (j+1)-st eigenvalues form a complex
conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and
v(j+1) = VR(:,j) - i*VR(:,j+1).
LDVR (input) INTEGER
The leading dimension of the array VR. LDVR >= 1; if
JOBVR = 'V', LDVR >= N.
WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= max(1,3*N), and
if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*N. For good
performance, LWORK must generally be larger.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, the QR algorithm failed to compute all the
eigenvalues, and no eigenvectors have been computed;
elements i+1:N of WR and WI contain eigenvalues which
have converged.
=====================================================================
Test the input arguments
Parameter adjustments
Function Body */
/* Table of constant values */
static integer c__1 = 1;
static integer c__0 = 0;
static integer c__8 = 8;
static integer c_n1 = -1;
static integer c__4 = 4;
/* System generated locals */
integer a_dim1, a_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1,
i__2, i__3, i__4;
doublereal d__1, d__2;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
static integer ibal;
static char side[1];
static integer maxb;
static doublereal anrm;
static integer ierr, itau;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static integer iwrk, nout;
extern doublereal dnrm2_(integer *, doublereal *, integer *);
static integer i, k;
static doublereal r;
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *);
extern logical lsame_(char *, char *);
extern doublereal dlapy2_(doublereal *, doublereal *);
extern /* Subroutine */ int dlabad_(doublereal *, doublereal *), dgebak_(
char *, char *, integer *, integer *, integer *, doublereal *,
integer *, doublereal *, integer *, integer *),
dgebal_(char *, integer *, doublereal *, integer *, integer *,
integer *, doublereal *, integer *);
static doublereal cs;
static logical scalea;
extern doublereal dlamch_(char *);
static doublereal cscale;
extern doublereal dlange_(char *, integer *, integer *, doublereal *,
integer *, doublereal *);
extern /* Subroutine */ int dgehrd_(integer *, integer *, integer *,
doublereal *, integer *, doublereal *, doublereal *, integer *,
integer *);
static doublereal sn;
extern /* Subroutine */ int dlascl_(char *, integer *, integer *,
doublereal *, doublereal *, integer *, integer *, doublereal *,
integer *, integer *);
extern integer idamax_(integer *, doublereal *, integer *);
extern /* Subroutine */ int dlacpy_(char *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *),
dlartg_(doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *), xerbla_(char *, integer *);
static logical select[1];
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
integer *, integer *, ftnlen, ftnlen);
static doublereal bignum;
extern /* Subroutine */ int dorghr_(integer *, integer *, integer *,
doublereal *, integer *, doublereal *, doublereal *, integer *,
integer *), dhseqr_(char *, char *, integer *, integer *, integer
*, doublereal *, integer *, doublereal *, doublereal *,
doublereal *, integer *, doublereal *, integer *, integer *), dtrevc_(char *, char *, logical *, integer *,
doublereal *, integer *, doublereal *, integer *, doublereal *,
integer *, integer *, integer *, doublereal *, integer *);
static integer minwrk, maxwrk;
static logical wantvl;
static doublereal smlnum;
static integer hswork;
static logical wantvr;
static integer ihi;
static doublereal scl;
static integer ilo;
static doublereal dum[1], eps;
#define DUM(I) dum[(I)]
#define WR(I) wr[(I)-1]
#define WI(I) wi[(I)-1]
#define WORK(I) work[(I)-1]
#define A(I,J) a[(I)-1 + ((J)-1)* ( *lda)]
#define VL(I,J) vl[(I)-1 + ((J)-1)* ( *ldvl)]
#define VR(I,J) vr[(I)-1 + ((J)-1)* ( *ldvr)]
*info = 0;
wantvl = lsame_(jobvl, "V");
wantvr = lsame_(jobvr, "V");
if (! wantvl && ! lsame_(jobvl, "N")) {
*info = -1;
} else if (! wantvr && ! lsame_(jobvr, "N")) {
*info = -2;
} else if (*n < 0) {
*info = -3;
} else if (*lda < max(1,*n)) {
*info = -5;
} else if (*ldvl < 1 || wantvl && *ldvl < *n) {
*info = -9;
} else if (*ldvr < 1 || wantvr && *ldvr < *n) {
*info = -11;
}
/* Compute workspace
(Note: Comments in the code beginning "Workspace:" describe the
minimal amount of workspace needed at that point in the code,
as well as the preferred amount for good performance.
NB refers to the optimal block size for the immediately
following subroutine, as returned by ILAENV.
HSWORK refers to the workspace preferred by DHSEQR, as
calculated below. HSWORK is computed assuming ILO=1 and IHI=N,
the worst case.) */
minwrk = 1;
if (*info == 0 && *lwork >= 1) {
maxwrk = (*n << 1) + *n * ilaenv_(&c__1, "DGEHRD", " ", n, &c__1, n, &
c__0, 6L, 1L);
if (! wantvl && ! wantvr) {
/* Computing MAX */
i__1 = 1, i__2 = *n * 3;
minwrk = max(i__1,i__2);
/* Computing MAX */
i__1 = ilaenv_(&c__8, "DHSEQR", "EN", n, &c__1, n, &c_n1, 6L, 2L);
maxb = max(i__1,2);
/* Computing MIN
Computing MAX */
i__3 = 2, i__4 = ilaenv_(&c__4, "DHSEQR", "EN", n, &c__1, n, &
c_n1, 6L, 2L);
i__1 = min(maxb,*n), i__2 = max(i__3,i__4);
k = min(i__1,i__2);
/* Computing MAX */
i__1 = k * (k + 2), i__2 = *n << 1;
hswork = max(i__1,i__2);
/* Computing MAX */
i__1 = maxwrk, i__2 = *n + 1, i__1 = max(i__1,i__2), i__2 = *n +
hswork;
maxwrk = max(i__1,i__2);
} else {
/* Computing MAX */
i__1 = 1, i__2 = *n << 2;
minwrk = max(i__1,i__2);
/* Computing MAX */
i__1 = maxwrk, i__2 = (*n << 1) + (*n - 1) * ilaenv_(&c__1, "DOR"
"GHR", " ", n, &c__1, n, &c_n1, 6L, 1L);
maxwrk = max(i__1,i__2);
/* Computing MAX */
i__1 = ilaenv_(&c__8, "DHSEQR", "SV", n, &c__1, n, &c_n1, 6L, 2L);
maxb = max(i__1,2);
/* Computing MIN
Computing MAX */
i__3 = 2, i__4 = ilaenv_(&c__4, "DHSEQR", "SV", n, &c__1, n, &
c_n1, 6L, 2L);
i__1 = min(maxb,*n), i__2 = max(i__3,i__4);
k = min(i__1,i__2);
/* Computing MAX */
i__1 = k * (k + 2), i__2 = *n << 1;
hswork = max(i__1,i__2);
/* Computing MAX */
i__1 = maxwrk, i__2 = *n + 1, i__1 = max(i__1,i__2), i__2 = *n +
hswork;
maxwrk = max(i__1,i__2);
/* Computing MAX */
i__1 = maxwrk, i__2 = *n << 2;
maxwrk = max(i__1,i__2);
}
WORK(1) = (doublereal) maxwrk;
}
if (*lwork < minwrk) {
*info = -13;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DGEEV ", &i__1);
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
/* Get machine constants */
eps = dlamch_("P");
smlnum = dlamch_("S");
bignum = 1. / smlnum;
dlabad_(&smlnum, &bignum);
smlnum = sqrt(smlnum) / eps;
bignum = 1. / smlnum;
/* Scale A if max element outside range [SMLNUM,BIGNUM] */
anrm = dlange_("M", n, n, &A(1,1), lda, dum);
scalea = FALSE_;
if (anrm > 0. && anrm < smlnum) {
scalea = TRUE_;
cscale = smlnum;
} else if (anrm > bignum) {
scalea = TRUE_;
cscale = bignum;
}
if (scalea) {
dlascl_("G", &c__0, &c__0, &anrm, &cscale, n, n, &A(1,1), lda, &
ierr);
}
/* Balance the matrix
(Workspace: need N) */
ibal = 1;
dgebal_("B", n, &A(1,1), lda, &ilo, &ihi, &WORK(ibal), &ierr);
/* Reduce to upper Hessenberg form
(Workspace: need 3*N, prefer 2*N+N*NB) */
itau = ibal + *n;
iwrk = itau + *n;
i__1 = *lwork - iwrk + 1;
dgehrd_(n, &ilo, &ihi, &A(1,1), lda, &WORK(itau), &WORK(iwrk), &i__1,
&ierr);
if (wantvl) {
/* Want left eigenvectors
Copy Householder vectors to VL */
*(unsigned char *)side = 'L';
dlacpy_("L", n, n, &A(1,1), lda, &VL(1,1), ldvl);
/* Generate orthogonal matrix in VL
(Workspace: need 3*N-1, prefer 2*N+(N-1)*NB) */
i__1 = *lwork - iwrk + 1;
dorghr_(n, &ilo, &ihi, &VL(1,1), ldvl, &WORK(itau), &WORK(iwrk),
&i__1, &ierr);
/* Perform QR iteration, accumulating Schur vectors in VL
(Workspace: need N+1, prefer N+HSWORK (see comments) ) */
iwrk = itau;
i__1 = *lwork - iwrk + 1;
dhseqr_("S", "V", n, &ilo, &ihi, &A(1,1), lda, &WR(1), &WI(1), &
VL(1,1), ldvl, &WORK(iwrk), &i__1, info);
if (wantvr) {
/* Want left and right eigenvectors
Copy Schur vectors to VR */
*(unsigned char *)side = 'B';
dlacpy_("F", n, n, &VL(1,1), ldvl, &VR(1,1), ldvr)
;
}
} else if (wantvr) {
/* Want right eigenvectors
Copy Householder vectors to VR */
*(unsigned char *)side = 'R';
dlacpy_("L", n, n, &A(1,1), lda, &VR(1,1), ldvr);
/* Generate orthogonal matrix in VR
(Workspace: need 3*N-1, prefer 2*N+(N-1)*NB) */
i__1 = *lwork - iwrk + 1;
dorghr_(n, &ilo, &ihi, &VR(1,1), ldvr, &WORK(itau), &WORK(iwrk),
&i__1, &ierr);
/* Perform QR iteration, accumulating Schur vectors in VR
(Workspace: need N+1, prefer N+HSWORK (see comments) ) */
iwrk = itau;
i__1 = *lwork - iwrk + 1;
dhseqr_("S", "V", n, &ilo, &ihi, &A(1,1), lda, &WR(1), &WI(1), &
VR(1,1), ldvr, &WORK(iwrk), &i__1, info);
} else {
/* Compute eigenvalues only
(Workspace: need N+1, prefer N+HSWORK (see comments) ) */
iwrk = itau;
i__1 = *lwork - iwrk + 1;
dhseqr_("E", "N", n, &ilo, &ihi, &A(1,1), lda, &WR(1), &WI(1), &
VR(1,1), ldvr, &WORK(iwrk), &i__1, info);
}
/* If INFO > 0 from DHSEQR, then quit */
if (*info > 0) {
goto L50;
}
if (wantvl || wantvr) {
/* Compute left and/or right eigenvectors
(Workspace: need 4*N) */
dtrevc_(side, "B", select, n, &A(1,1), lda, &VL(1,1), ldvl,
&VR(1,1), ldvr, n, &nout, &WORK(iwrk), &ierr);
}
if (wantvl) {
/* Undo balancing of left eigenvectors
(Workspace: need N) */
dgebak_("B", "L", n, &ilo, &ihi, &WORK(ibal), n, &VL(1,1), ldvl,
&ierr);
/* Normalize left eigenvectors and make largest component real
*/
i__1 = *n;
for (i = 1; i <= *n; ++i) {
if (WI(i) == 0.) {
scl = 1. / dnrm2_(n, &VL(1,i), &c__1);
dscal_(n, &scl, &VL(1,i), &c__1);
} else if (WI(i) > 0.) {
d__1 = dnrm2_(n, &VL(1,i), &c__1);
d__2 = dnrm2_(n, &VL(1,i+1), &c__1);
scl = 1. / dlapy2_(&d__1, &d__2);
dscal_(n, &scl, &VL(1,i), &c__1);
dscal_(n, &scl, &VL(1,i+1), &c__1);
i__2 = *n;
for (k = 1; k <= *n; ++k) {
/* Computing 2nd power */
d__1 = VL(k,i);
/* Computing 2nd power */
d__2 = VL(k,i+1);
WORK(iwrk + k - 1) = d__1 * d__1 + d__2 * d__2;
/* L10: */
}
k = idamax_(n, &WORK(iwrk), &c__1);
dlartg_(&VL(k,i), &VL(k,i+1), &cs,
&sn, &r);
drot_(n, &VL(1,i), &c__1, &VL(1,i+1), &c__1, &cs, &sn);
VL(k,i+1) = 0.;
}
/* L20: */
}
}
if (wantvr) {
/* Undo balancing of right eigenvectors
(Workspace: need N) */
dgebak_("B", "R", n, &ilo, &ihi, &WORK(ibal), n, &VR(1,1), ldvr,
&ierr);
/* Normalize right eigenvectors and make largest component real
*/
i__1 = *n;
for (i = 1; i <= *n; ++i) {
if (WI(i) == 0.) {
scl = 1. / dnrm2_(n, &VR(1,i), &c__1);
dscal_(n, &scl, &VR(1,i), &c__1);
} else if (WI(i) > 0.) {
d__1 = dnrm2_(n, &VR(1,i), &c__1);
d__2 = dnrm2_(n, &VR(1,i+1), &c__1);
scl = 1. / dlapy2_(&d__1, &d__2);
dscal_(n, &scl, &VR(1,i), &c__1);
dscal_(n, &scl, &VR(1,i+1), &c__1);
i__2 = *n;
for (k = 1; k <= *n; ++k) {
/* Computing 2nd power */
d__1 = VR(k,i);
/* Computing 2nd power */
d__2 = VR(k,i+1);
WORK(iwrk + k - 1) = d__1 * d__1 + d__2 * d__2;
/* L30: */
}
k = idamax_(n, &WORK(iwrk), &c__1);
dlartg_(&VR(k,i), &VR(k,i+1), &cs,
&sn, &r);
drot_(n, &VR(1,i), &c__1, &VR(1,i+1), &c__1, &cs, &sn);
VR(k,i+1) = 0.;
}
/* L40: */
}
}
/* Undo scaling if necessary */
L50:
if (scalea) {
i__1 = *n - *info;
/* Computing MAX */
i__3 = *n - *info;
i__2 = max(i__3,1);
dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &WR(*info +
1), &i__2, &ierr);
i__1 = *n - *info;
/* Computing MAX */
i__3 = *n - *info;
i__2 = max(i__3,1);
dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &WI(*info +
1), &i__2, &ierr);
if (*info > 0) {
i__1 = ilo - 1;
dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &WR(1),
n, &ierr);
i__1 = ilo - 1;
dlascl_("G", &c__0, &c__0, &cscale, &anrm, &i__1, &c__1, &WI(1),
n, &ierr);
}
}
WORK(1) = (doublereal) maxwrk;
return 0;
/* End of DGEEV */
} /* dgeev_ */
/* Subroutine */ int dlahqr_(logical *wantt, logical *wantz, integer *n,
integer *ilo, integer *ihi, doublereal *h__, integer *ldh, doublereal
*wr, doublereal *wi, integer *iloz, integer *ihiz, doublereal *z__,
integer *ldz, integer *info)
{
/* System generated locals */
integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2, i__3;
doublereal d__1, d__2, d__3, d__4;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
integer i__, j, k, l, m;
doublereal s, v[3];
integer i1, i2;
doublereal t1, t2, t3, v2, v3, aa, ab, ba, bb, h11, h12, h21, h22, cs;
integer nh;
doublereal sn;
integer nr;
doublereal tr;
integer nz;
doublereal det, h21s;
integer its;
doublereal ulp, sum, tst, rt1i, rt2i, rt1r, rt2r;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *), dcopy_(
integer *, doublereal *, integer *, doublereal *, integer *),
dlanv2_(doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *), dlabad_(doublereal *, doublereal *);
extern doublereal dlamch_(char *);
extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
integer *, doublereal *);
doublereal safmin, safmax, rtdisc, smlnum;
/* -- LAPACK auxiliary routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLAHQR is an auxiliary routine called by DHSEQR to update the */
/* eigenvalues and Schur decomposition already computed by DHSEQR, by */
/* dealing with the Hessenberg submatrix in rows and columns ILO to */
/* IHI. */
/* Arguments */
/* ========= */
/* WANTT (input) LOGICAL */
/* = .TRUE. : the full Schur form T is required; */
/* = .FALSE.: only eigenvalues are required. */
/* WANTZ (input) LOGICAL */
/* = .TRUE. : the matrix of Schur vectors Z is required; */
/* = .FALSE.: Schur vectors are not required. */
/* N (input) INTEGER */
/* The order of the matrix H. N >= 0. */
/* ILO (input) INTEGER */
/* IHI (input) INTEGER */
/* It is assumed that H is already upper quasi-triangular in */
/* rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless */
/* ILO = 1). DLAHQR works primarily with the Hessenberg */
/* submatrix in rows and columns ILO to IHI, but applies */
/* transformations to all of H if WANTT is .TRUE.. */
/* 1 <= ILO <= max(1,IHI); IHI <= N. */
/* H (input/output) DOUBLE PRECISION array, dimension (LDH,N) */
/* On entry, the upper Hessenberg matrix H. */
/* On exit, if INFO is zero and if WANTT is .TRUE., H is upper */
/* quasi-triangular in rows and columns ILO:IHI, with any */
/* 2-by-2 diagonal blocks in standard form. If INFO is zero */
/* and WANTT is .FALSE., the contents of H are unspecified on */
/* exit. The output state of H if INFO is nonzero is given */
/* below under the description of INFO. */
/* LDH (input) INTEGER */
/* The leading dimension of the array H. LDH >= max(1,N). */
/* WR (output) DOUBLE PRECISION array, dimension (N) */
/* WI (output) DOUBLE PRECISION array, dimension (N) */
/* The real and imaginary parts, respectively, of the computed */
/* eigenvalues ILO to IHI are stored in the corresponding */
/* elements of WR and WI. If two eigenvalues are computed as a */
/* complex conjugate pair, they are stored in consecutive */
/* elements of WR and WI, say the i-th and (i+1)th, with */
/* WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., the */
/* eigenvalues are stored in the same order as on the diagonal */
/* of the Schur form returned in H, with WR(i) = H(i,i), and, if */
/* H(i:i+1,i:i+1) is a 2-by-2 diagonal block, */
/* WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i). */
/* ILOZ (input) INTEGER */
/* IHIZ (input) INTEGER */
/* Specify the rows of Z to which transformations must be */
/* applied if WANTZ is .TRUE.. */
/* 1 <= ILOZ <= ILO; IHI <= IHIZ <= N. */
/* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N) */
/* If WANTZ is .TRUE., on entry Z must contain the current */
/* matrix Z of transformations accumulated by DHSEQR, and on */
/* exit Z has been updated; transformations are applied only to */
/* the submatrix Z(ILOZ:IHIZ,ILO:IHI). */
/* If WANTZ is .FALSE., Z is not referenced. */
/* LDZ (input) INTEGER */
/* The leading dimension of the array Z. LDZ >= max(1,N). */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* .GT. 0: If INFO = i, DLAHQR failed to compute all the */
/* eigenvalues ILO to IHI in a total of 30 iterations */
/* per eigenvalue; elements i+1:ihi of WR and WI */
/* contain those eigenvalues which have been */
/* successfully computed. */
/* If INFO .GT. 0 and WANTT is .FALSE., then on exit, */
/* the remaining unconverged eigenvalues are the */
/* eigenvalues of the upper Hessenberg matrix rows */
/* and columns ILO thorugh INFO of the final, output */
/* value of H. */
/* If INFO .GT. 0 and WANTT is .TRUE., then on exit */
/* (*) (initial value of H)*U = U*(final value of H) */
/* where U is an orthognal matrix. The final */
/* value of H is upper Hessenberg and triangular in */
/* rows and columns INFO+1 through IHI. */
/* If INFO .GT. 0 and WANTZ is .TRUE., then on exit */
/* (final value of Z) = (initial value of Z)*U */
/* where U is the orthogonal matrix in (*) */
/* (regardless of the value of WANTT.) */
/* Further Details */
/* =============== */
/* 02-96 Based on modifications by */
/* David Day, Sandia National Laboratory, USA */
/* 12-04 Further modifications by */
/* Ralph Byers, University of Kansas, USA */
/* This is a modified version of DLAHQR from LAPACK version 3.0. */
/* It is (1) more robust against overflow and underflow and */
/* (2) adopts the more conservative Ahues & Tisseur stopping */
/* criterion (LAWN 122, 1997). */
/* ========================================================= */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Parameter adjustments */
h_dim1 = *ldh;
h_offset = 1 + h_dim1;
h__ -= h_offset;
--wr;
--wi;
z_dim1 = *ldz;
z_offset = 1 + z_dim1;
z__ -= z_offset;
/* Function Body */
*info = 0;
/* Quick return if possible */
if (*n == 0) {
return 0;
}
if (*ilo == *ihi) {
wr[*ilo] = h__[*ilo + *ilo * h_dim1];
wi[*ilo] = 0.;
return 0;
}
/* ==== clear out the trash ==== */
i__1 = *ihi - 3;
for (j = *ilo; j <= i__1; ++j) {
h__[j + 2 + j * h_dim1] = 0.;
h__[j + 3 + j * h_dim1] = 0.;
/* L10: */
}
if (*ilo <= *ihi - 2) {
h__[*ihi + (*ihi - 2) * h_dim1] = 0.;
}
nh = *ihi - *ilo + 1;
nz = *ihiz - *iloz + 1;
/* Set machine-dependent constants for the stopping criterion. */
safmin = dlamch_("SAFE MINIMUM");
safmax = 1. / safmin;
dlabad_(&safmin, &safmax);
ulp = dlamch_("PRECISION");
smlnum = safmin * ((doublereal) nh / ulp);
/* I1 and I2 are the indices of the first row and last column of H */
/* to which transformations must be applied. If eigenvalues only are */
/* being computed, I1 and I2 are set inside the main loop. */
if (*wantt) {
i1 = 1;
i2 = *n;
}
/* The main loop begins here. I is the loop index and decreases from */
/* IHI to ILO in steps of 1 or 2. Each iteration of the loop works */
/* with the active submatrix in rows and columns L to I. */
/* Eigenvalues I+1 to IHI have already converged. Either L = ILO or */
/* H(L,L-1) is negligible so that the matrix splits. */
i__ = *ihi;
L20:
l = *ilo;
if (i__ < *ilo) {
goto L160;
}
/* Perform QR iterations on rows and columns ILO to I until a */
/* submatrix of order 1 or 2 splits off at the bottom because a */
/* subdiagonal element has become negligible. */
for (its = 0; its <= 30; ++its) {
/* Look for a single small subdiagonal element. */
i__1 = l + 1;
for (k = i__; k >= i__1; --k) {
if ((d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)) <= smlnum) {
goto L40;
}
tst = (d__1 = h__[k - 1 + (k - 1) * h_dim1], abs(d__1)) + (d__2 =
h__[k + k * h_dim1], abs(d__2));
if (tst == 0.) {
if (k - 2 >= *ilo) {
tst += (d__1 = h__[k - 1 + (k - 2) * h_dim1], abs(d__1));
}
if (k + 1 <= *ihi) {
tst += (d__1 = h__[k + 1 + k * h_dim1], abs(d__1));
}
}
/* ==== The following is a conservative small subdiagonal */
/* . deflation criterion due to Ahues & Tisseur (LAWN 122, */
/* . 1997). It has better mathematical foundation and */
/* . improves accuracy in some cases. ==== */
if ((d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)) <= ulp * tst) {
/* Computing MAX */
d__3 = (d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)), d__4 = (
d__2 = h__[k - 1 + k * h_dim1], abs(d__2));
ab = max(d__3,d__4);
/* Computing MIN */
d__3 = (d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)), d__4 = (
d__2 = h__[k - 1 + k * h_dim1], abs(d__2));
ba = min(d__3,d__4);
/* Computing MAX */
d__3 = (d__1 = h__[k + k * h_dim1], abs(d__1)), d__4 = (d__2 =
h__[k - 1 + (k - 1) * h_dim1] - h__[k + k * h_dim1],
abs(d__2));
aa = max(d__3,d__4);
/* Computing MIN */
d__3 = (d__1 = h__[k + k * h_dim1], abs(d__1)), d__4 = (d__2 =
h__[k - 1 + (k - 1) * h_dim1] - h__[k + k * h_dim1],
abs(d__2));
bb = min(d__3,d__4);
s = aa + ab;
/* Computing MAX */
d__1 = smlnum, d__2 = ulp * (bb * (aa / s));
if (ba * (ab / s) <= max(d__1,d__2)) {
goto L40;
}
}
/* L30: */
}
L40:
l = k;
if (l > *ilo) {
/* H(L,L-1) is negligible */
h__[l + (l - 1) * h_dim1] = 0.;
}
/* Exit from loop if a submatrix of order 1 or 2 has split off. */
if (l >= i__ - 1) {
goto L150;
}
/* Now the active submatrix is in rows and columns L to I. If */
/* eigenvalues only are being computed, only the active submatrix */
/* need be transformed. */
if (! (*wantt)) {
i1 = l;
i2 = i__;
}
if (its == 10 || its == 20) {
/* Exceptional shift. */
h11 = s * .75 + h__[i__ + i__ * h_dim1];
h12 = s * -.4375;
h21 = s;
h22 = h11;
} else {
/* Prepare to use Francis' double shift */
/* (i.e. 2nd degree generalized Rayleigh quotient) */
h11 = h__[i__ - 1 + (i__ - 1) * h_dim1];
h21 = h__[i__ + (i__ - 1) * h_dim1];
h12 = h__[i__ - 1 + i__ * h_dim1];
h22 = h__[i__ + i__ * h_dim1];
}
s = abs(h11) + abs(h12) + abs(h21) + abs(h22);
if (s == 0.) {
rt1r = 0.;
rt1i = 0.;
rt2r = 0.;
rt2i = 0.;
} else {
h11 /= s;
h21 /= s;
h12 /= s;
h22 /= s;
tr = (h11 + h22) / 2.;
det = (h11 - tr) * (h22 - tr) - h12 * h21;
rtdisc = sqrt((abs(det)));
if (det >= 0.) {
/* ==== complex conjugate shifts ==== */
rt1r = tr * s;
rt2r = rt1r;
rt1i = rtdisc * s;
rt2i = -rt1i;
} else {
/* ==== real shifts (use only one of them) ==== */
rt1r = tr + rtdisc;
rt2r = tr - rtdisc;
if ((d__1 = rt1r - h22, abs(d__1)) <= (d__2 = rt2r - h22, abs(
d__2))) {
rt1r *= s;
rt2r = rt1r;
} else {
rt2r *= s;
rt1r = rt2r;
}
rt1i = 0.;
rt2i = 0.;
}
}
/* Look for two consecutive small subdiagonal elements. */
i__1 = l;
for (m = i__ - 2; m >= i__1; --m) {
/* Determine the effect of starting the double-shift QR */
/* iteration at row M, and see if this would make H(M,M-1) */
/* negligible. (The following uses scaling to avoid */
/* overflows and most underflows.) */
h21s = h__[m + 1 + m * h_dim1];
s = (d__1 = h__[m + m * h_dim1] - rt2r, abs(d__1)) + abs(rt2i) +
abs(h21s);
h21s = h__[m + 1 + m * h_dim1] / s;
v[0] = h21s * h__[m + (m + 1) * h_dim1] + (h__[m + m * h_dim1] -
rt1r) * ((h__[m + m * h_dim1] - rt2r) / s) - rt1i * (rt2i
/ s);
v[1] = h21s * (h__[m + m * h_dim1] + h__[m + 1 + (m + 1) * h_dim1]
- rt1r - rt2r);
v[2] = h21s * h__[m + 2 + (m + 1) * h_dim1];
s = abs(v[0]) + abs(v[1]) + abs(v[2]);
v[0] /= s;
v[1] /= s;
v[2] /= s;
if (m == l) {
goto L60;
}
if ((d__1 = h__[m + (m - 1) * h_dim1], abs(d__1)) * (abs(v[1]) +
abs(v[2])) <= ulp * abs(v[0]) * ((d__2 = h__[m - 1 + (m -
1) * h_dim1], abs(d__2)) + (d__3 = h__[m + m * h_dim1],
abs(d__3)) + (d__4 = h__[m + 1 + (m + 1) * h_dim1], abs(
d__4)))) {
goto L60;
}
/* L50: */
}
L60:
/* Double-shift QR step */
i__1 = i__ - 1;
for (k = m; k <= i__1; ++k) {
/* The first iteration of this loop determines a reflection G */
/* from the vector V and applies it from left and right to H, */
/* thus creating a nonzero bulge below the subdiagonal. */
/* Each subsequent iteration determines a reflection G to */
/* restore the Hessenberg form in the (K-1)th column, and thus */
/* chases the bulge one step toward the bottom of the active */
/* submatrix. NR is the order of G. */
/* Computing MIN */
i__2 = 3, i__3 = i__ - k + 1;
nr = min(i__2,i__3);
if (k > m) {
dcopy_(&nr, &h__[k + (k - 1) * h_dim1], &c__1, v, &c__1);
}
dlarfg_(&nr, v, &v[1], &c__1, &t1);
if (k > m) {
h__[k + (k - 1) * h_dim1] = v[0];
h__[k + 1 + (k - 1) * h_dim1] = 0.;
if (k < i__ - 1) {
h__[k + 2 + (k - 1) * h_dim1] = 0.;
}
} else if (m > l) {
h__[k + (k - 1) * h_dim1] = -h__[k + (k - 1) * h_dim1];
}
v2 = v[1];
t2 = t1 * v2;
if (nr == 3) {
v3 = v[2];
t3 = t1 * v3;
/* Apply G from the left to transform the rows of the matrix */
/* in columns K to I2. */
i__2 = i2;
for (j = k; j <= i__2; ++j) {
sum = h__[k + j * h_dim1] + v2 * h__[k + 1 + j * h_dim1]
+ v3 * h__[k + 2 + j * h_dim1];
h__[k + j * h_dim1] -= sum * t1;
h__[k + 1 + j * h_dim1] -= sum * t2;
h__[k + 2 + j * h_dim1] -= sum * t3;
/* L70: */
}
/* Apply G from the right to transform the columns of the */
/* matrix in rows I1 to min(K+3,I). */
/* Computing MIN */
i__3 = k + 3;
i__2 = min(i__3,i__);
for (j = i1; j <= i__2; ++j) {
sum = h__[j + k * h_dim1] + v2 * h__[j + (k + 1) * h_dim1]
+ v3 * h__[j + (k + 2) * h_dim1];
h__[j + k * h_dim1] -= sum * t1;
h__[j + (k + 1) * h_dim1] -= sum * t2;
h__[j + (k + 2) * h_dim1] -= sum * t3;
/* L80: */
}
if (*wantz) {
/* Accumulate transformations in the matrix Z */
i__2 = *ihiz;
for (j = *iloz; j <= i__2; ++j) {
sum = z__[j + k * z_dim1] + v2 * z__[j + (k + 1) *
z_dim1] + v3 * z__[j + (k + 2) * z_dim1];
z__[j + k * z_dim1] -= sum * t1;
z__[j + (k + 1) * z_dim1] -= sum * t2;
z__[j + (k + 2) * z_dim1] -= sum * t3;
/* L90: */
}
}
} else if (nr == 2) {
/* Apply G from the left to transform the rows of the matrix */
/* in columns K to I2. */
i__2 = i2;
for (j = k; j <= i__2; ++j) {
sum = h__[k + j * h_dim1] + v2 * h__[k + 1 + j * h_dim1];
h__[k + j * h_dim1] -= sum * t1;
h__[k + 1 + j * h_dim1] -= sum * t2;
/* L100: */
}
/* Apply G from the right to transform the columns of the */
/* matrix in rows I1 to min(K+3,I). */
i__2 = i__;
for (j = i1; j <= i__2; ++j) {
sum = h__[j + k * h_dim1] + v2 * h__[j + (k + 1) * h_dim1]
;
h__[j + k * h_dim1] -= sum * t1;
h__[j + (k + 1) * h_dim1] -= sum * t2;
/* L110: */
}
if (*wantz) {
/* Accumulate transformations in the matrix Z */
i__2 = *ihiz;
for (j = *iloz; j <= i__2; ++j) {
sum = z__[j + k * z_dim1] + v2 * z__[j + (k + 1) *
z_dim1];
z__[j + k * z_dim1] -= sum * t1;
z__[j + (k + 1) * z_dim1] -= sum * t2;
/* L120: */
}
}
}
/* L130: */
}
/* L140: */
}
/* Failure to converge in remaining number of iterations */
*info = i__;
return 0;
L150:
if (l == i__) {
/* H(I,I-1) is negligible: one eigenvalue has converged. */
wr[i__] = h__[i__ + i__ * h_dim1];
wi[i__] = 0.;
} else if (l == i__ - 1) {
/* H(I-1,I-2) is negligible: a pair of eigenvalues have converged. */
/* Transform the 2-by-2 submatrix to standard Schur form, */
/* and compute and store the eigenvalues. */
dlanv2_(&h__[i__ - 1 + (i__ - 1) * h_dim1], &h__[i__ - 1 + i__ *
h_dim1], &h__[i__ + (i__ - 1) * h_dim1], &h__[i__ + i__ *
h_dim1], &wr[i__ - 1], &wi[i__ - 1], &wr[i__], &wi[i__], &cs,
&sn);
if (*wantt) {
/* Apply the transformation to the rest of H. */
if (i2 > i__) {
i__1 = i2 - i__;
drot_(&i__1, &h__[i__ - 1 + (i__ + 1) * h_dim1], ldh, &h__[
i__ + (i__ + 1) * h_dim1], ldh, &cs, &sn);
}
i__1 = i__ - i1 - 1;
drot_(&i__1, &h__[i1 + (i__ - 1) * h_dim1], &c__1, &h__[i1 + i__ *
h_dim1], &c__1, &cs, &sn);
}
if (*wantz) {
/* Apply the transformation to Z. */
drot_(&nz, &z__[*iloz + (i__ - 1) * z_dim1], &c__1, &z__[*iloz +
i__ * z_dim1], &c__1, &cs, &sn);
}
}
/* return to start of the main loop with new value of I. */
i__ = l - 1;
goto L20;
L160:
return 0;
/* End of DLAHQR */
} /* dlahqr_ */
/* Subroutine */ int dgghrd_(char *compq, char *compz, integer *n, integer *
ilo, integer *ihi, doublereal *a, integer *lda, doublereal *b,
integer *ldb, doublereal *q, integer *ldq, doublereal *z__, integer *
ldz, integer *info, ftnlen compq_len, ftnlen compz_len)
{
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, z_dim1,
z_offset, i__1, i__2, i__3;
/* Local variables */
static doublereal c__, s;
static logical ilq, ilz;
static integer jcol;
static doublereal temp;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static integer jrow;
extern logical lsame_(char *, char *, ftnlen, ftnlen);
extern /* Subroutine */ int dlaset_(char *, integer *, integer *,
doublereal *, doublereal *, doublereal *, integer *, ftnlen),
dlartg_(doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *), xerbla_(char *, integer *, ftnlen);
static integer icompq, icompz;
/* -- LAPACK routine (version 3.0) -- */
/* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/* Courant Institute, Argonne National Lab, and Rice University */
/* September 30, 1994 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DGGHRD reduces a pair of real matrices (A,B) to generalized upper */
/* Hessenberg form using orthogonal transformations, where A is a */
/* general matrix and B is upper triangular: Q' * A * Z = H and */
/* Q' * B * Z = T, where H is upper Hessenberg, T is upper triangular, */
/* and Q and Z are orthogonal, and ' means transpose. */
/* The orthogonal matrices Q and Z are determined as products of Givens */
/* rotations. They may either be formed explicitly, or they may be */
/* postmultiplied into input matrices Q1 and Z1, so that */
/* Q1 * A * Z1' = (Q1*Q) * H * (Z1*Z)' */
/* Q1 * B * Z1' = (Q1*Q) * T * (Z1*Z)' */
/* Arguments */
/* ========= */
/* COMPQ (input) CHARACTER*1 */
/* = 'N': do not compute Q; */
/* = 'I': Q is initialized to the unit matrix, and the */
/* orthogonal matrix Q is returned; */
/* = 'V': Q must contain an orthogonal matrix Q1 on entry, */
/* and the product Q1*Q is returned. */
/* COMPZ (input) CHARACTER*1 */
/* = 'N': do not compute Z; */
/* = 'I': Z is initialized to the unit matrix, and the */
/* orthogonal matrix Z is returned; */
/* = 'V': Z must contain an orthogonal matrix Z1 on entry, */
/* and the product Z1*Z is returned. */
/* N (input) INTEGER */
/* The order of the matrices A and B. N >= 0. */
/* ILO (input) INTEGER */
/* IHI (input) INTEGER */
/* It is assumed that A is already upper triangular in rows and */
/* columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally set */
/* by a previous call to DGGBAL; otherwise they should be set */
/* to 1 and N respectively. */
/* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0. */
/* A (input/output) DOUBLE PRECISION array, dimension (LDA, N) */
/* On entry, the N-by-N general matrix to be reduced. */
/* On exit, the upper triangle and the first subdiagonal of A */
/* are overwritten with the upper Hessenberg matrix H, and the */
/* rest is set to zero. */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(1,N). */
/* B (input/output) DOUBLE PRECISION array, dimension (LDB, N) */
/* On entry, the N-by-N upper triangular matrix B. */
/* On exit, the upper triangular matrix T = Q' B Z. The */
/* elements below the diagonal are set to zero. */
/* LDB (input) INTEGER */
/* The leading dimension of the array B. LDB >= max(1,N). */
/* Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N) */
/* If COMPQ='N': Q is not referenced. */
/* If COMPQ='I': on entry, Q need not be set, and on exit it */
/* contains the orthogonal matrix Q, where Q' */
/* is the product of the Givens transformations */
/* which are applied to A and B on the left. */
/* If COMPQ='V': on entry, Q must contain an orthogonal matrix */
/* Q1, and on exit this is overwritten by Q1*Q. */
/* LDQ (input) INTEGER */
/* The leading dimension of the array Q. */
/* LDQ >= N if COMPQ='V' or 'I'; LDQ >= 1 otherwise. */
/* Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N) */
/* If COMPZ='N': Z is not referenced. */
/* If COMPZ='I': on entry, Z need not be set, and on exit it */
/* contains the orthogonal matrix Z, which is */
/* the product of the Givens transformations */
/* which are applied to A and B on the right. */
/* If COMPZ='V': on entry, Z must contain an orthogonal matrix */
/* Z1, and on exit this is overwritten by Z1*Z. */
/* LDZ (input) INTEGER */
/* The leading dimension of the array Z. */
/* LDZ >= N if COMPZ='V' or 'I'; LDZ >= 1 otherwise. */
/* INFO (output) INTEGER */
/* = 0: successful exit. */
/* < 0: if INFO = -i, the i-th argument had an illegal value. */
/* Further Details */
/* =============== */
/* This routine reduces A to Hessenberg and B to triangular form by */
/* an unblocked reduction, as described in _Matrix_Computations_, */
/* by Golub and Van Loan (Johns Hopkins Press.) */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Decode COMPQ */
/* Parameter adjustments */
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1;
b -= b_offset;
q_dim1 = *ldq;
q_offset = 1 + q_dim1;
q -= q_offset;
z_dim1 = *ldz;
z_offset = 1 + z_dim1;
z__ -= z_offset;
/* Function Body */
if (lsame_(compq, "N", (ftnlen)1, (ftnlen)1)) {
ilq = FALSE_;
icompq = 1;
} else if (lsame_(compq, "V", (ftnlen)1, (ftnlen)1)) {
ilq = TRUE_;
icompq = 2;
} else if (lsame_(compq, "I", (ftnlen)1, (ftnlen)1)) {
ilq = TRUE_;
icompq = 3;
} else {
icompq = 0;
}
/* Decode COMPZ */
if (lsame_(compz, "N", (ftnlen)1, (ftnlen)1)) {
ilz = FALSE_;
icompz = 1;
} else if (lsame_(compz, "V", (ftnlen)1, (ftnlen)1)) {
ilz = TRUE_;
icompz = 2;
} else if (lsame_(compz, "I", (ftnlen)1, (ftnlen)1)) {
ilz = TRUE_;
icompz = 3;
} else {
icompz = 0;
}
/* Test the input parameters. */
*info = 0;
if (icompq <= 0) {
*info = -1;
} else if (icompz <= 0) {
*info = -2;
} else if (*n < 0) {
*info = -3;
} else if (*ilo < 1) {
*info = -4;
} else if (*ihi > *n || *ihi < *ilo - 1) {
*info = -5;
} else if (*lda < max(1,*n)) {
*info = -7;
} else if (*ldb < max(1,*n)) {
*info = -9;
} else if (ilq && *ldq < *n || *ldq < 1) {
*info = -11;
} else if (ilz && *ldz < *n || *ldz < 1) {
*info = -13;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DGGHRD", &i__1, (ftnlen)6);
return 0;
}
/* Initialize Q and Z if desired. */
if (icompq == 3) {
dlaset_("Full", n, n, &c_b10, &c_b11, &q[q_offset], ldq, (ftnlen)4);
}
if (icompz == 3) {
dlaset_("Full", n, n, &c_b10, &c_b11, &z__[z_offset], ldz, (ftnlen)4);
}
/* Quick return if possible */
if (*n <= 1) {
return 0;
}
/* Zero out lower triangle of B */
i__1 = *n - 1;
for (jcol = 1; jcol <= i__1; ++jcol) {
i__2 = *n;
for (jrow = jcol + 1; jrow <= i__2; ++jrow) {
b[jrow + jcol * b_dim1] = 0.;
/* L10: */
}
/* L20: */
}
/* Reduce A and B */
i__1 = *ihi - 2;
for (jcol = *ilo; jcol <= i__1; ++jcol) {
i__2 = jcol + 2;
for (jrow = *ihi; jrow >= i__2; --jrow) {
/* Step 1: rotate rows JROW-1, JROW to kill A(JROW,JCOL) */
temp = a[jrow - 1 + jcol * a_dim1];
dlartg_(&temp, &a[jrow + jcol * a_dim1], &c__, &s, &a[jrow - 1 +
jcol * a_dim1]);
a[jrow + jcol * a_dim1] = 0.;
i__3 = *n - jcol;
drot_(&i__3, &a[jrow - 1 + (jcol + 1) * a_dim1], lda, &a[jrow + (
jcol + 1) * a_dim1], lda, &c__, &s);
i__3 = *n + 2 - jrow;
drot_(&i__3, &b[jrow - 1 + (jrow - 1) * b_dim1], ldb, &b[jrow + (
jrow - 1) * b_dim1], ldb, &c__, &s);
if (ilq) {
drot_(n, &q[(jrow - 1) * q_dim1 + 1], &c__1, &q[jrow * q_dim1
+ 1], &c__1, &c__, &s);
}
/* Step 2: rotate columns JROW, JROW-1 to kill B(JROW,JROW-1) */
temp = b[jrow + jrow * b_dim1];
dlartg_(&temp, &b[jrow + (jrow - 1) * b_dim1], &c__, &s, &b[jrow
+ jrow * b_dim1]);
b[jrow + (jrow - 1) * b_dim1] = 0.;
drot_(ihi, &a[jrow * a_dim1 + 1], &c__1, &a[(jrow - 1) * a_dim1 +
1], &c__1, &c__, &s);
i__3 = jrow - 1;
drot_(&i__3, &b[jrow * b_dim1 + 1], &c__1, &b[(jrow - 1) * b_dim1
+ 1], &c__1, &c__, &s);
if (ilz) {
drot_(n, &z__[jrow * z_dim1 + 1], &c__1, &z__[(jrow - 1) *
z_dim1 + 1], &c__1, &c__, &s);
}
/* L30: */
}
/* L40: */
}
return 0;
/* End of DGGHRD */
} /* dgghrd_ */
/* Subroutine */ int dtgsja_(char *jobu, char *jobv, char *jobq, integer *m,
integer *p, integer *n, integer *k, integer *l, doublereal *a,
integer *lda, doublereal *b, integer *ldb, doublereal *tola,
doublereal *tolb, doublereal *alpha, doublereal *beta, doublereal *u,
integer *ldu, doublereal *v, integer *ldv, doublereal *q, integer *
ldq, doublereal *work, integer *ncycle, integer *info)
{
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, u_dim1,
u_offset, v_dim1, v_offset, i__1, i__2, i__3, i__4;
doublereal d__1;
/* Local variables */
integer i__, j;
doublereal a1, a2, a3, b1, b2, b3, csq, csu, csv, snq, rwk, snu, snv;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
doublereal gamma;
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *);
extern logical lsame_(char *, char *);
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *);
logical initq, initu, initv, wantq, upper;
doublereal error, ssmin;
logical wantu, wantv;
extern /* Subroutine */ int dlags2_(logical *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *), dlapll_(integer *, doublereal *,
integer *, doublereal *, integer *, doublereal *);
integer kcycle;
extern /* Subroutine */ int dlartg_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *), dlaset_(char *,
integer *, integer *, doublereal *, doublereal *, doublereal *,
integer *), xerbla_(char *, integer *);
/* -- LAPACK routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DTGSJA computes the generalized singular value decomposition (GSVD) */
/* of two real upper triangular (or trapezoidal) matrices A and B. */
/* On entry, it is assumed that matrices A and B have the following */
/* forms, which may be obtained by the preprocessing subroutine DGGSVP */
/* from a general M-by-N matrix A and P-by-N matrix B: */
/* N-K-L K L */
/* A = K ( 0 A12 A13 ) if M-K-L >= 0; */
/* L ( 0 0 A23 ) */
/* M-K-L ( 0 0 0 ) */
/* N-K-L K L */
/* A = K ( 0 A12 A13 ) if M-K-L < 0; */
/* M-K ( 0 0 A23 ) */
/* N-K-L K L */
/* B = L ( 0 0 B13 ) */
/* P-L ( 0 0 0 ) */
/* where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular */
/* upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0, */
/* otherwise A23 is (M-K)-by-L upper trapezoidal. */
/* On exit, */
/* U'*A*Q = D1*( 0 R ), V'*B*Q = D2*( 0 R ), */
/* where U, V and Q are orthogonal matrices, Z' denotes the transpose */
/* of Z, R is a nonsingular upper triangular matrix, and D1 and D2 are */
/* ``diagonal'' matrices, which are of the following structures: */
/* If M-K-L >= 0, */
/* K L */
/* D1 = K ( I 0 ) */
/* L ( 0 C ) */
/* M-K-L ( 0 0 ) */
/* K L */
/* D2 = L ( 0 S ) */
/* P-L ( 0 0 ) */
/* N-K-L K L */
/* ( 0 R ) = K ( 0 R11 R12 ) K */
/* L ( 0 0 R22 ) L */
/* where */
/* C = diag( ALPHA(K+1), ... , ALPHA(K+L) ), */
/* S = diag( BETA(K+1), ... , BETA(K+L) ), */
/* C**2 + S**2 = I. */
/* R is stored in A(1:K+L,N-K-L+1:N) on exit. */
/* If M-K-L < 0, */
/* K M-K K+L-M */
/* D1 = K ( I 0 0 ) */
/* M-K ( 0 C 0 ) */
/* K M-K K+L-M */
/* D2 = M-K ( 0 S 0 ) */
/* K+L-M ( 0 0 I ) */
/* P-L ( 0 0 0 ) */
/* N-K-L K M-K K+L-M */
/* ( 0 R ) = K ( 0 R11 R12 R13 ) */
/* M-K ( 0 0 R22 R23 ) */
/* K+L-M ( 0 0 0 R33 ) */
/* where */
/* C = diag( ALPHA(K+1), ... , ALPHA(M) ), */
/* S = diag( BETA(K+1), ... , BETA(M) ), */
/* C**2 + S**2 = I. */
/* R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored */
/* ( 0 R22 R23 ) */
/* in B(M-K+1:L,N+M-K-L+1:N) on exit. */
/* The computation of the orthogonal transformation matrices U, V or Q */
/* is optional. These matrices may either be formed explicitly, or they */
/* may be postmultiplied into input matrices U1, V1, or Q1. */
/* Arguments */
/* ========= */
/* JOBU (input) CHARACTER*1 */
/* = 'U': U must contain an orthogonal matrix U1 on entry, and */
/* the product U1*U is returned; */
/* = 'I': U is initialized to the unit matrix, and the */
/* orthogonal matrix U is returned; */
/* = 'N': U is not computed. */
/* JOBV (input) CHARACTER*1 */
/* = 'V': V must contain an orthogonal matrix V1 on entry, and */
/* the product V1*V is returned; */
/* = 'I': V is initialized to the unit matrix, and the */
/* orthogonal matrix V is returned; */
/* = 'N': V is not computed. */
/* JOBQ (input) CHARACTER*1 */
/* = 'Q': Q must contain an orthogonal matrix Q1 on entry, and */
/* the product Q1*Q is returned; */
/* = 'I': Q is initialized to the unit matrix, and the */
/* orthogonal matrix Q is returned; */
/* = 'N': Q is not computed. */
/* M (input) INTEGER */
/* The number of rows of the matrix A. M >= 0. */
/* P (input) INTEGER */
/* The number of rows of the matrix B. P >= 0. */
/* N (input) INTEGER */
/* The number of columns of the matrices A and B. N >= 0. */
/* K (input) INTEGER */
/* L (input) INTEGER */
/* K and L specify the subblocks in the input matrices A and B: */
/* A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,N-L+1:N) */
/* of A and B, whose GSVD is going to be computed by DTGSJA. */
/* See Further details. */
/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/* On entry, the M-by-N matrix A. */
/* On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular */
/* matrix R or part of R. See Purpose for details. */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(1,M). */
/* B (input/output) DOUBLE PRECISION array, dimension (LDB,N) */
/* On entry, the P-by-N matrix B. */
/* On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains */
/* a part of R. See Purpose for details. */
/* LDB (input) INTEGER */
/* The leading dimension of the array B. LDB >= max(1,P). */
/* TOLA (input) DOUBLE PRECISION */
/* TOLB (input) DOUBLE PRECISION */
/* TOLA and TOLB are the convergence criteria for the Jacobi- */
/* Kogbetliantz iteration procedure. Generally, they are the */
/* same as used in the preprocessing step, say */
/* TOLA = max(M,N)*norm(A)*MAZHEPS, */
/* TOLB = max(P,N)*norm(B)*MAZHEPS. */
/* ALPHA (output) DOUBLE PRECISION array, dimension (N) */
/* BETA (output) DOUBLE PRECISION array, dimension (N) */
/* On exit, ALPHA and BETA contain the generalized singular */
/* value pairs of A and B; */
/* ALPHA(1:K) = 1, */
/* BETA(1:K) = 0, */
/* and if M-K-L >= 0, */
/* ALPHA(K+1:K+L) = diag(C), */
/* BETA(K+1:K+L) = diag(S), */
/* or if M-K-L < 0, */
/* ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0 */
/* BETA(K+1:M) = S, BETA(M+1:K+L) = 1. */
/* Furthermore, if K+L < N, */
/* ALPHA(K+L+1:N) = 0 and */
/* BETA(K+L+1:N) = 0. */
/* U (input/output) DOUBLE PRECISION array, dimension (LDU,M) */
/* On entry, if JOBU = 'U', U must contain a matrix U1 (usually */
/* the orthogonal matrix returned by DGGSVP). */
/* On exit, */
/* if JOBU = 'I', U contains the orthogonal matrix U; */
/* if JOBU = 'U', U contains the product U1*U. */
/* If JOBU = 'N', U is not referenced. */
/* LDU (input) INTEGER */
/* The leading dimension of the array U. LDU >= max(1,M) if */
/* JOBU = 'U'; LDU >= 1 otherwise. */
/* V (input/output) DOUBLE PRECISION array, dimension (LDV,P) */
/* On entry, if JOBV = 'V', V must contain a matrix V1 (usually */
/* the orthogonal matrix returned by DGGSVP). */
/* On exit, */
/* if JOBV = 'I', V contains the orthogonal matrix V; */
/* if JOBV = 'V', V contains the product V1*V. */
/* If JOBV = 'N', V is not referenced. */
/* LDV (input) INTEGER */
/* The leading dimension of the array V. LDV >= max(1,P) if */
/* JOBV = 'V'; LDV >= 1 otherwise. */
/* Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N) */
/* On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually */
/* the orthogonal matrix returned by DGGSVP). */
/* On exit, */
/* if JOBQ = 'I', Q contains the orthogonal matrix Q; */
/* if JOBQ = 'Q', Q contains the product Q1*Q. */
/* If JOBQ = 'N', Q is not referenced. */
/* LDQ (input) INTEGER */
/* The leading dimension of the array Q. LDQ >= max(1,N) if */
/* JOBQ = 'Q'; LDQ >= 1 otherwise. */
/* WORK (workspace) DOUBLE PRECISION array, dimension (2*N) */
/* NCYCLE (output) INTEGER */
/* The number of cycles required for convergence. */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* < 0: if INFO = -i, the i-th argument had an illegal value. */
/* = 1: the procedure does not converge after MAXIT cycles. */
/* Internal Parameters */
/* =================== */
/* MAXIT INTEGER */
/* MAXIT specifies the total loops that the iterative procedure */
/* may take. If after MAXIT cycles, the routine fails to */
/* converge, we return INFO = 1. */
/* Further Details */
/* =============== */
/* DTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce */
/* min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L */
/* matrix B13 to the form: */
/* U1'*A13*Q1 = C1*R1; V1'*B13*Q1 = S1*R1, */
/* where U1, V1 and Q1 are orthogonal matrix, and Z' is the transpose */
/* of Z. C1 and S1 are diagonal matrices satisfying */
/* C1**2 + S1**2 = I, */
/* and R1 is an L-by-L nonsingular upper triangular matrix. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Decode and test the input parameters */
/* Parameter adjustments */
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1;
b -= b_offset;
--alpha;
--beta;
u_dim1 = *ldu;
u_offset = 1 + u_dim1;
u -= u_offset;
v_dim1 = *ldv;
v_offset = 1 + v_dim1;
v -= v_offset;
q_dim1 = *ldq;
q_offset = 1 + q_dim1;
q -= q_offset;
--work;
/* Function Body */
initu = lsame_(jobu, "I");
wantu = initu || lsame_(jobu, "U");
initv = lsame_(jobv, "I");
wantv = initv || lsame_(jobv, "V");
initq = lsame_(jobq, "I");
wantq = initq || lsame_(jobq, "Q");
*info = 0;
if (! (initu || wantu || lsame_(jobu, "N"))) {
*info = -1;
} else if (! (initv || wantv || lsame_(jobv, "N")))
{
*info = -2;
} else if (! (initq || wantq || lsame_(jobq, "N")))
{
*info = -3;
} else if (*m < 0) {
*info = -4;
} else if (*p < 0) {
*info = -5;
} else if (*n < 0) {
*info = -6;
} else if (*lda < max(1,*m)) {
*info = -10;
} else if (*ldb < max(1,*p)) {
*info = -12;
} else if (*ldu < 1 || wantu && *ldu < *m) {
*info = -18;
} else if (*ldv < 1 || wantv && *ldv < *p) {
*info = -20;
} else if (*ldq < 1 || wantq && *ldq < *n) {
*info = -22;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DTGSJA", &i__1);
return 0;
}
/* Initialize U, V and Q, if necessary */
if (initu) {
dlaset_("Full", m, m, &c_b13, &c_b14, &u[u_offset], ldu);
}
if (initv) {
dlaset_("Full", p, p, &c_b13, &c_b14, &v[v_offset], ldv);
}
if (initq) {
dlaset_("Full", n, n, &c_b13, &c_b14, &q[q_offset], ldq);
}
/* Loop until convergence */
upper = FALSE_;
for (kcycle = 1; kcycle <= 40; ++kcycle) {
upper = ! upper;
i__1 = *l - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
i__2 = *l;
for (j = i__ + 1; j <= i__2; ++j) {
a1 = 0.;
a2 = 0.;
a3 = 0.;
if (*k + i__ <= *m) {
a1 = a[*k + i__ + (*n - *l + i__) * a_dim1];
}
if (*k + j <= *m) {
a3 = a[*k + j + (*n - *l + j) * a_dim1];
}
b1 = b[i__ + (*n - *l + i__) * b_dim1];
b3 = b[j + (*n - *l + j) * b_dim1];
if (upper) {
if (*k + i__ <= *m) {
a2 = a[*k + i__ + (*n - *l + j) * a_dim1];
}
b2 = b[i__ + (*n - *l + j) * b_dim1];
} else {
if (*k + j <= *m) {
a2 = a[*k + j + (*n - *l + i__) * a_dim1];
}
b2 = b[j + (*n - *l + i__) * b_dim1];
}
dlags2_(&upper, &a1, &a2, &a3, &b1, &b2, &b3, &csu, &snu, &
csv, &snv, &csq, &snq);
/* Update (K+I)-th and (K+J)-th rows of matrix A: U'*A */
if (*k + j <= *m) {
drot_(l, &a[*k + j + (*n - *l + 1) * a_dim1], lda, &a[*k
+ i__ + (*n - *l + 1) * a_dim1], lda, &csu, &snu);
}
/* Update I-th and J-th rows of matrix B: V'*B */
drot_(l, &b[j + (*n - *l + 1) * b_dim1], ldb, &b[i__ + (*n - *
l + 1) * b_dim1], ldb, &csv, &snv);
/* Update (N-L+I)-th and (N-L+J)-th columns of matrices */
/* A and B: A*Q and B*Q */
/* Computing MIN */
i__4 = *k + *l;
i__3 = min(i__4,*m);
drot_(&i__3, &a[(*n - *l + j) * a_dim1 + 1], &c__1, &a[(*n - *
l + i__) * a_dim1 + 1], &c__1, &csq, &snq);
drot_(l, &b[(*n - *l + j) * b_dim1 + 1], &c__1, &b[(*n - *l +
i__) * b_dim1 + 1], &c__1, &csq, &snq);
if (upper) {
if (*k + i__ <= *m) {
a[*k + i__ + (*n - *l + j) * a_dim1] = 0.;
}
b[i__ + (*n - *l + j) * b_dim1] = 0.;
} else {
if (*k + j <= *m) {
a[*k + j + (*n - *l + i__) * a_dim1] = 0.;
}
b[j + (*n - *l + i__) * b_dim1] = 0.;
}
/* Update orthogonal matrices U, V, Q, if desired. */
if (wantu && *k + j <= *m) {
drot_(m, &u[(*k + j) * u_dim1 + 1], &c__1, &u[(*k + i__) *
u_dim1 + 1], &c__1, &csu, &snu);
}
if (wantv) {
drot_(p, &v[j * v_dim1 + 1], &c__1, &v[i__ * v_dim1 + 1],
&c__1, &csv, &snv);
}
if (wantq) {
drot_(n, &q[(*n - *l + j) * q_dim1 + 1], &c__1, &q[(*n - *
l + i__) * q_dim1 + 1], &c__1, &csq, &snq);
}
/* L10: */
}
/* L20: */
}
if (! upper) {
/* The matrices A13 and B13 were lower triangular at the start */
/* of the cycle, and are now upper triangular. */
/* Convergence test: test the parallelism of the corresponding */
/* rows of A and B. */
error = 0.;
/* Computing MIN */
i__2 = *l, i__3 = *m - *k;
i__1 = min(i__2,i__3);
for (i__ = 1; i__ <= i__1; ++i__) {
i__2 = *l - i__ + 1;
dcopy_(&i__2, &a[*k + i__ + (*n - *l + i__) * a_dim1], lda, &
work[1], &c__1);
i__2 = *l - i__ + 1;
dcopy_(&i__2, &b[i__ + (*n - *l + i__) * b_dim1], ldb, &work[*
l + 1], &c__1);
i__2 = *l - i__ + 1;
dlapll_(&i__2, &work[1], &c__1, &work[*l + 1], &c__1, &ssmin);
error = max(error,ssmin);
/* L30: */
}
if (abs(error) <= min(*tola,*tolb)) {
goto L50;
}
}
/* End of cycle loop */
/* L40: */
}
/* The algorithm has not converged after MAXIT cycles. */
*info = 1;
goto L100;
L50:
/* If ERROR <= MIN(TOLA,TOLB), then the algorithm has converged. */
/* Compute the generalized singular value pairs (ALPHA, BETA), and */
/* set the triangular matrix R to array A. */
i__1 = *k;
for (i__ = 1; i__ <= i__1; ++i__) {
alpha[i__] = 1.;
beta[i__] = 0.;
/* L60: */
}
/* Computing MIN */
i__2 = *l, i__3 = *m - *k;
i__1 = min(i__2,i__3);
for (i__ = 1; i__ <= i__1; ++i__) {
a1 = a[*k + i__ + (*n - *l + i__) * a_dim1];
b1 = b[i__ + (*n - *l + i__) * b_dim1];
if (a1 != 0.) {
gamma = b1 / a1;
/* change sign if necessary */
if (gamma < 0.) {
i__2 = *l - i__ + 1;
dscal_(&i__2, &c_b43, &b[i__ + (*n - *l + i__) * b_dim1], ldb)
;
if (wantv) {
dscal_(p, &c_b43, &v[i__ * v_dim1 + 1], &c__1);
}
}
d__1 = abs(gamma);
dlartg_(&d__1, &c_b14, &beta[*k + i__], &alpha[*k + i__], &rwk);
if (alpha[*k + i__] >= beta[*k + i__]) {
i__2 = *l - i__ + 1;
d__1 = 1. / alpha[*k + i__];
dscal_(&i__2, &d__1, &a[*k + i__ + (*n - *l + i__) * a_dim1],
lda);
} else {
i__2 = *l - i__ + 1;
d__1 = 1. / beta[*k + i__];
dscal_(&i__2, &d__1, &b[i__ + (*n - *l + i__) * b_dim1], ldb);
i__2 = *l - i__ + 1;
dcopy_(&i__2, &b[i__ + (*n - *l + i__) * b_dim1], ldb, &a[*k
+ i__ + (*n - *l + i__) * a_dim1], lda);
}
} else {
alpha[*k + i__] = 0.;
beta[*k + i__] = 1.;
i__2 = *l - i__ + 1;
dcopy_(&i__2, &b[i__ + (*n - *l + i__) * b_dim1], ldb, &a[*k +
i__ + (*n - *l + i__) * a_dim1], lda);
}
/* L70: */
}
/* Post-assignment */
i__1 = *k + *l;
for (i__ = *m + 1; i__ <= i__1; ++i__) {
alpha[i__] = 0.;
beta[i__] = 1.;
/* L80: */
}
if (*k + *l < *n) {
i__1 = *n;
for (i__ = *k + *l + 1; i__ <= i__1; ++i__) {
alpha[i__] = 0.;
beta[i__] = 0.;
/* L90: */
}
}
L100:
*ncycle = kcycle;
return 0;
/* End of DTGSJA */
} /* dtgsja_ */
/* Subroutine */ int dgbbrd_(char *vect, integer *m, integer *n, integer *ncc,
integer *kl, integer *ku, doublereal *ab, integer *ldab, doublereal *
d__, doublereal *e, doublereal *q, integer *ldq, doublereal *pt,
integer *ldpt, doublereal *c__, integer *ldc, doublereal *work,
integer *info)
{
/* -- LAPACK routine (version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
September 30, 1994
Purpose
=======
DGBBRD reduces a real general m-by-n band matrix A to upper
bidiagonal form B by an orthogonal transformation: Q' * A * P = B.
The routine computes B, and optionally forms Q or P', or computes
Q'*C for a given matrix C.
Arguments
=========
VECT (input) CHARACTER*1
Specifies whether or not the matrices Q and P' are to be
formed.
= 'N': do not form Q or P';
= 'Q': form Q only;
= 'P': form P' only;
= 'B': form both.
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
NCC (input) INTEGER
The number of columns of the matrix C. NCC >= 0.
KL (input) INTEGER
The number of subdiagonals of the matrix A. KL >= 0.
KU (input) INTEGER
The number of superdiagonals of the matrix A. KU >= 0.
AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
On entry, the m-by-n band matrix A, stored in rows 1 to
KL+KU+1. The j-th column of A is stored in the j-th column of
the array AB as follows:
AB(ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl).
On exit, A is overwritten by values generated during the
reduction.
LDAB (input) INTEGER
The leading dimension of the array A. LDAB >= KL+KU+1.
D (output) DOUBLE PRECISION array, dimension (min(M,N))
The diagonal elements of the bidiagonal matrix B.
E (output) DOUBLE PRECISION array, dimension (min(M,N)-1)
The superdiagonal elements of the bidiagonal matrix B.
Q (output) DOUBLE PRECISION array, dimension (LDQ,M)
If VECT = 'Q' or 'B', the m-by-m orthogonal matrix Q.
If VECT = 'N' or 'P', the array Q is not referenced.
LDQ (input) INTEGER
The leading dimension of the array Q.
LDQ >= max(1,M) if VECT = 'Q' or 'B'; LDQ >= 1 otherwise.
PT (output) DOUBLE PRECISION array, dimension (LDPT,N)
If VECT = 'P' or 'B', the n-by-n orthogonal matrix P'.
If VECT = 'N' or 'Q', the array PT is not referenced.
LDPT (input) INTEGER
The leading dimension of the array PT.
LDPT >= max(1,N) if VECT = 'P' or 'B'; LDPT >= 1 otherwise.
C (input/output) DOUBLE PRECISION array, dimension (LDC,NCC)
On entry, an m-by-ncc matrix C.
On exit, C is overwritten by Q'*C.
C is not referenced if NCC = 0.
LDC (input) INTEGER
The leading dimension of the array C.
LDC >= max(1,M) if NCC > 0; LDC >= 1 if NCC = 0.
WORK (workspace) DOUBLE PRECISION array, dimension (2*max(M,N))
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
=====================================================================
Test the input parameters
Parameter adjustments */
/* Table of constant values */
static doublereal c_b8 = 0.;
static doublereal c_b9 = 1.;
static integer c__1 = 1;
/* System generated locals */
integer ab_dim1, ab_offset, c_dim1, c_offset, pt_dim1, pt_offset, q_dim1,
q_offset, i__1, i__2, i__3, i__4, i__5, i__6, i__7;
/* Local variables */
static integer inca;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static integer i__, j, l;
extern logical lsame_(char *, char *);
static logical wantb, wantc;
static integer minmn;
static logical wantq;
static integer j1, j2, kb;
static doublereal ra, rb;
static integer kk;
static doublereal rc;
static integer ml, mn, nr, mu;
static doublereal rs;
extern /* Subroutine */ int dlaset_(char *, integer *, integer *,
doublereal *, doublereal *, doublereal *, integer *),
dlartg_(doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *), xerbla_(char *, integer *), dlargv_(
integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, integer *), dlartv_(integer *, doublereal *,
integer *, doublereal *, integer *, doublereal *, doublereal *,
integer *);
static integer kb1, ml0;
static logical wantpt;
static integer mu0, klm, kun, nrt, klu1;
#define c___ref(a_1,a_2) c__[(a_2)*c_dim1 + a_1]
#define q_ref(a_1,a_2) q[(a_2)*q_dim1 + a_1]
#define ab_ref(a_1,a_2) ab[(a_2)*ab_dim1 + a_1]
#define pt_ref(a_1,a_2) pt[(a_2)*pt_dim1 + a_1]
ab_dim1 = *ldab;
ab_offset = 1 + ab_dim1 * 1;
ab -= ab_offset;
--d__;
--e;
q_dim1 = *ldq;
q_offset = 1 + q_dim1 * 1;
q -= q_offset;
pt_dim1 = *ldpt;
pt_offset = 1 + pt_dim1 * 1;
pt -= pt_offset;
c_dim1 = *ldc;
c_offset = 1 + c_dim1 * 1;
c__ -= c_offset;
--work;
/* Function Body */
wantb = lsame_(vect, "B");
wantq = lsame_(vect, "Q") || wantb;
wantpt = lsame_(vect, "P") || wantb;
wantc = *ncc > 0;
klu1 = *kl + *ku + 1;
*info = 0;
if (! wantq && ! wantpt && ! lsame_(vect, "N")) {
*info = -1;
} else if (*m < 0) {
*info = -2;
} else if (*n < 0) {
*info = -3;
} else if (*ncc < 0) {
*info = -4;
} else if (*kl < 0) {
*info = -5;
} else if (*ku < 0) {
*info = -6;
} else if (*ldab < klu1) {
*info = -8;
} else if (*ldq < 1 || wantq && *ldq < max(1,*m)) {
*info = -12;
} else if (*ldpt < 1 || wantpt && *ldpt < max(1,*n)) {
*info = -14;
} else if (*ldc < 1 || wantc && *ldc < max(1,*m)) {
*info = -16;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DGBBRD", &i__1);
return 0;
}
/* Initialize Q and P' to the unit matrix, if needed */
if (wantq) {
dlaset_("Full", m, m, &c_b8, &c_b9, &q[q_offset], ldq);
}
if (wantpt) {
dlaset_("Full", n, n, &c_b8, &c_b9, &pt[pt_offset], ldpt);
}
/* Quick return if possible. */
if (*m == 0 || *n == 0) {
return 0;
}
minmn = min(*m,*n);
if (*kl + *ku > 1) {
/* Reduce to upper bidiagonal form if KU > 0; if KU = 0, reduce
first to lower bidiagonal form and then transform to upper
bidiagonal */
if (*ku > 0) {
ml0 = 1;
mu0 = 2;
} else {
ml0 = 2;
mu0 = 1;
}
/* Wherever possible, plane rotations are generated and applied in
vector operations of length NR over the index set J1:J2:KLU1.
The sines of the plane rotations are stored in WORK(1:max(m,n))
and the cosines in WORK(max(m,n)+1:2*max(m,n)). */
mn = max(*m,*n);
/* Computing MIN */
i__1 = *m - 1;
klm = min(i__1,*kl);
/* Computing MIN */
i__1 = *n - 1;
kun = min(i__1,*ku);
kb = klm + kun;
kb1 = kb + 1;
inca = kb1 * *ldab;
nr = 0;
j1 = klm + 2;
j2 = 1 - kun;
i__1 = minmn;
for (i__ = 1; i__ <= i__1; ++i__) {
/* Reduce i-th column and i-th row of matrix to bidiagonal form */
ml = klm + 1;
mu = kun + 1;
i__2 = kb;
for (kk = 1; kk <= i__2; ++kk) {
j1 += kb;
j2 += kb;
/* generate plane rotations to annihilate nonzero elements
which have been created below the band */
if (nr > 0) {
dlargv_(&nr, &ab_ref(klu1, j1 - klm - 1), &inca, &work[j1]
, &kb1, &work[mn + j1], &kb1);
}
/* apply plane rotations from the left */
i__3 = kb;
for (l = 1; l <= i__3; ++l) {
if (j2 - klm + l - 1 > *n) {
nrt = nr - 1;
} else {
nrt = nr;
}
if (nrt > 0) {
dlartv_(&nrt, &ab_ref(klu1 - l, j1 - klm + l - 1), &
inca, &ab_ref(klu1 - l + 1, j1 - klm + l - 1),
&inca, &work[mn + j1], &work[j1], &kb1);
}
/* L10: */
}
if (ml > ml0) {
if (ml <= *m - i__ + 1) {
/* generate plane rotation to annihilate a(i+ml-1,i)
within the band, and apply rotation from the left */
dlartg_(&ab_ref(*ku + ml - 1, i__), &ab_ref(*ku + ml,
i__), &work[mn + i__ + ml - 1], &work[i__ +
ml - 1], &ra);
ab_ref(*ku + ml - 1, i__) = ra;
if (i__ < *n) {
/* Computing MIN */
i__4 = *ku + ml - 2, i__5 = *n - i__;
i__3 = min(i__4,i__5);
i__6 = *ldab - 1;
i__7 = *ldab - 1;
drot_(&i__3, &ab_ref(*ku + ml - 2, i__ + 1), &
i__6, &ab_ref(*ku + ml - 1, i__ + 1), &
i__7, &work[mn + i__ + ml - 1], &work[i__
+ ml - 1]);
}
}
++nr;
j1 -= kb1;
}
if (wantq) {
/* accumulate product of plane rotations in Q */
i__3 = j2;
i__4 = kb1;
for (j = j1; i__4 < 0 ? j >= i__3 : j <= i__3; j += i__4)
{
drot_(m, &q_ref(1, j - 1), &c__1, &q_ref(1, j), &c__1,
&work[mn + j], &work[j]);
/* L20: */
}
}
if (wantc) {
/* apply plane rotations to C */
i__4 = j2;
i__3 = kb1;
for (j = j1; i__3 < 0 ? j >= i__4 : j <= i__4; j += i__3)
{
drot_(ncc, &c___ref(j - 1, 1), ldc, &c___ref(j, 1),
ldc, &work[mn + j], &work[j]);
/* L30: */
}
}
if (j2 + kun > *n) {
/* adjust J2 to keep within the bounds of the matrix */
--nr;
j2 -= kb1;
}
i__3 = j2;
i__4 = kb1;
for (j = j1; i__4 < 0 ? j >= i__3 : j <= i__3; j += i__4) {
/* create nonzero element a(j-1,j+ku) above the band
and store it in WORK(n+1:2*n) */
work[j + kun] = work[j] * ab_ref(1, j + kun);
ab_ref(1, j + kun) = work[mn + j] * ab_ref(1, j + kun);
/* L40: */
}
/* generate plane rotations to annihilate nonzero elements
which have been generated above the band */
if (nr > 0) {
dlargv_(&nr, &ab_ref(1, j1 + kun - 1), &inca, &work[j1 +
kun], &kb1, &work[mn + j1 + kun], &kb1);
}
/* apply plane rotations from the right */
i__4 = kb;
for (l = 1; l <= i__4; ++l) {
if (j2 + l - 1 > *m) {
nrt = nr - 1;
} else {
nrt = nr;
}
if (nrt > 0) {
dlartv_(&nrt, &ab_ref(l + 1, j1 + kun - 1), &inca, &
ab_ref(l, j1 + kun), &inca, &work[mn + j1 +
kun], &work[j1 + kun], &kb1);
}
/* L50: */
}
if (ml == ml0 && mu > mu0) {
if (mu <= *n - i__ + 1) {
/* generate plane rotation to annihilate a(i,i+mu-1)
within the band, and apply rotation from the right */
dlartg_(&ab_ref(*ku - mu + 3, i__ + mu - 2), &ab_ref(*
ku - mu + 2, i__ + mu - 1), &work[mn + i__ +
mu - 1], &work[i__ + mu - 1], &ra);
ab_ref(*ku - mu + 3, i__ + mu - 2) = ra;
/* Computing MIN */
i__3 = *kl + mu - 2, i__5 = *m - i__;
i__4 = min(i__3,i__5);
drot_(&i__4, &ab_ref(*ku - mu + 4, i__ + mu - 2), &
c__1, &ab_ref(*ku - mu + 3, i__ + mu - 1), &
c__1, &work[mn + i__ + mu - 1], &work[i__ +
mu - 1]);
}
++nr;
j1 -= kb1;
}
if (wantpt) {
/* accumulate product of plane rotations in P' */
i__4 = j2;
i__3 = kb1;
for (j = j1; i__3 < 0 ? j >= i__4 : j <= i__4; j += i__3)
{
drot_(n, &pt_ref(j + kun - 1, 1), ldpt, &pt_ref(j +
kun, 1), ldpt, &work[mn + j + kun], &work[j +
kun]);
/* L60: */
}
}
if (j2 + kb > *m) {
/* adjust J2 to keep within the bounds of the matrix */
--nr;
j2 -= kb1;
}
i__3 = j2;
i__4 = kb1;
for (j = j1; i__4 < 0 ? j >= i__3 : j <= i__3; j += i__4) {
/* create nonzero element a(j+kl+ku,j+ku-1) below the
band and store it in WORK(1:n) */
work[j + kb] = work[j + kun] * ab_ref(klu1, j + kun);
ab_ref(klu1, j + kun) = work[mn + j + kun] * ab_ref(klu1,
j + kun);
/* L70: */
}
if (ml > ml0) {
--ml;
} else {
--mu;
}
/* L80: */
}
/* L90: */
}
}
if (*ku == 0 && *kl > 0) {
/* A has been reduced to lower bidiagonal form
Transform lower bidiagonal form to upper bidiagonal by applying
plane rotations from the left, storing diagonal elements in D
and off-diagonal elements in E
Computing MIN */
i__2 = *m - 1;
i__1 = min(i__2,*n);
for (i__ = 1; i__ <= i__1; ++i__) {
dlartg_(&ab_ref(1, i__), &ab_ref(2, i__), &rc, &rs, &ra);
d__[i__] = ra;
if (i__ < *n) {
e[i__] = rs * ab_ref(1, i__ + 1);
ab_ref(1, i__ + 1) = rc * ab_ref(1, i__ + 1);
}
if (wantq) {
drot_(m, &q_ref(1, i__), &c__1, &q_ref(1, i__ + 1), &c__1, &
rc, &rs);
}
if (wantc) {
drot_(ncc, &c___ref(i__, 1), ldc, &c___ref(i__ + 1, 1), ldc, &
rc, &rs);
}
/* L100: */
}
if (*m <= *n) {
d__[*m] = ab_ref(1, *m);
}
} else if (*ku > 0) {
/* A has been reduced to upper bidiagonal form */
if (*m < *n) {
/* Annihilate a(m,m+1) by applying plane rotations from the
right, storing diagonal elements in D and off-diagonal
elements in E */
rb = ab_ref(*ku, *m + 1);
for (i__ = *m; i__ >= 1; --i__) {
dlartg_(&ab_ref(*ku + 1, i__), &rb, &rc, &rs, &ra);
d__[i__] = ra;
if (i__ > 1) {
rb = -rs * ab_ref(*ku, i__);
e[i__ - 1] = rc * ab_ref(*ku, i__);
}
if (wantpt) {
drot_(n, &pt_ref(i__, 1), ldpt, &pt_ref(*m + 1, 1), ldpt,
&rc, &rs);
}
/* L110: */
}
} else {
/* Copy off-diagonal elements to E and diagonal elements to D */
i__1 = minmn - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
e[i__] = ab_ref(*ku, i__ + 1);
/* L120: */
}
i__1 = minmn;
for (i__ = 1; i__ <= i__1; ++i__) {
d__[i__] = ab_ref(*ku + 1, i__);
/* L130: */
}
}
} else {
/* A is diagonal. Set elements of E to zero and copy diagonal
elements to D. */
i__1 = minmn - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
e[i__] = 0.;
/* L140: */
}
i__1 = minmn;
for (i__ = 1; i__ <= i__1; ++i__) {
d__[i__] = ab_ref(1, i__);
/* L150: */
}
}
return 0;
/* End of DGBBRD */
} /* dgbbrd_ */
/* DECK DBOLSM */
/* Subroutine */ int dbolsm_(doublereal *w, integer *mdw, integer *minput,
integer *ncols, doublereal *bl, doublereal *bu, integer *ind, integer
*iopt, doublereal *x, doublereal *rnorm, integer *mode, doublereal *
rw, doublereal *ww, doublereal *scl, integer *ibasis, integer *ibb)
{
/* System generated locals */
address a__1[3], a__2[4], a__3[6], a__4[5], a__5[2], a__6[7];
integer w_dim1, w_offset, i__1[3], i__2[4], i__3, i__4[6], i__5[5], i__6[
2], i__7[7], i__8, i__9, i__10;
doublereal d__1, d__2;
char ch__1[47], ch__2[50], ch__3[79], ch__4[53], ch__5[94], ch__6[75],
ch__7[83], ch__8[92], ch__9[105], ch__10[102], ch__11[61], ch__12[
110], ch__13[134], ch__14[44], ch__15[76];
/* Local variables */
static integer i__, j;
static doublereal t, t1, t2, sc;
static integer ip, jp, lp;
static doublereal ss, wt, cl1, cl2, cl3, fac, big;
static integer lds;
static doublereal bou, beta;
static integer jbig, jmag, ioff, jcol;
static doublereal wbig;
extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *,
integer *);
static doublereal wmag;
static integer mval, iter;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static doublereal xnew;
extern doublereal dnrm2_(integer *, doublereal *, integer *);
static char xern1[8], xern2[8], xern3[16], xern4[16];
static doublereal alpha;
static logical found;
static integer nsetb;
extern /* Subroutine */ int drotg_(doublereal *, doublereal *, doublereal
*, doublereal *), dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *);
static integer igopr, itmax, itemp;
extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
doublereal *, integer *), daxpy_(integer *, doublereal *,
doublereal *, integer *, doublereal *, integer *);
static integer lgopr;
extern /* Subroutine */ int dmout_(integer *, integer *, integer *,
doublereal *, char *, integer *, ftnlen);
static integer jdrop;
extern doublereal d1mach_(integer *);
extern /* Subroutine */ int dvout_(integer *, doublereal *, char *,
integer *, ftnlen), ivout_(integer *, integer *, char *, integer *
, ftnlen);
static integer mrows, jdrop1, jdrop2, jlarge;
static doublereal colabv, colblo, wlarge, tolind;
extern /* Subroutine */ int xermsg_(char *, char *, char *, integer *,
integer *, ftnlen, ftnlen, ftnlen);
static integer iprint;
static logical constr;
static doublereal tolsze;
/* Fortran I/O blocks */
static icilist io___2 = { 0, xern1, 0, "(I8)", 8, 1 };
static icilist io___3 = { 0, xern1, 0, "(I8)", 8, 1 };
static icilist io___4 = { 0, xern1, 0, "(I8)", 8, 1 };
static icilist io___6 = { 0, xern2, 0, "(I8)", 8, 1 };
static icilist io___8 = { 0, xern1, 0, "(I8)", 8, 1 };
static icilist io___9 = { 0, xern2, 0, "(I8)", 8, 1 };
static icilist io___10 = { 0, xern1, 0, "(I8)", 8, 1 };
static icilist io___12 = { 0, xern3, 0, "(1PD15.6)", 16, 1 };
static icilist io___14 = { 0, xern4, 0, "(1PD15.6)", 16, 1 };
static icilist io___15 = { 0, xern1, 0, "(I8)", 8, 1 };
static icilist io___16 = { 0, xern2, 0, "(I8)", 8, 1 };
static icilist io___17 = { 0, xern1, 0, "(I8)", 8, 1 };
static icilist io___18 = { 0, xern2, 0, "(I8)", 8, 1 };
static icilist io___31 = { 0, xern1, 0, "(I8)", 8, 1 };
static icilist io___32 = { 0, xern2, 0, "(I8)", 8, 1 };
static icilist io___33 = { 0, xern3, 0, "(1PD15.6)", 16, 1 };
static icilist io___34 = { 0, xern4, 0, "(1PD15.6)", 16, 1 };
static icilist io___35 = { 0, xern1, 0, "(I8)", 8, 1 };
static icilist io___36 = { 0, xern2, 0, "(I8)", 8, 1 };
static icilist io___37 = { 0, xern3, 0, "(1PD15.6)", 16, 1 };
static icilist io___38 = { 0, xern1, 0, "(I8)", 8, 1 };
static icilist io___39 = { 0, xern1, 0, "(I8)", 8, 1 };
static icilist io___40 = { 0, xern2, 0, "(I8)", 8, 1 };
static icilist io___41 = { 0, xern3, 0, "(1PD15.6)", 16, 1 };
static icilist io___42 = { 0, xern1, 0, "(I8)", 8, 1 };
static icilist io___43 = { 0, xern2, 0, "(I8)", 8, 1 };
static icilist io___44 = { 0, xern3, 0, "(1PD15.6)", 16, 1 };
static icilist io___45 = { 0, xern1, 0, "(I8)", 8, 1 };
static icilist io___54 = { 0, xern1, 0, "(I8)", 8, 1 };
/* ***BEGIN PROLOGUE DBOLSM */
/* ***SUBSIDIARY */
/* ***PURPOSE Subsidiary to DBOCLS and DBOLS */
/* ***LIBRARY SLATEC */
/* ***TYPE DOUBLE PRECISION (SBOLSM-S, DBOLSM-D) */
/* ***AUTHOR (UNKNOWN) */
/* ***DESCRIPTION */
/* **** Double Precision Version of SBOLSM **** */
/* **** All INPUT and OUTPUT real variables are DOUBLE PRECISION **** */
/* Solve E*X = F (least squares sense) with bounds on */
/* selected X values. */
/* The user must have DIMENSION statements of the form: */
/* DIMENSION W(MDW,NCOLS+1), BL(NCOLS), BU(NCOLS), */
/* * X(NCOLS+NX), RW(NCOLS), WW(NCOLS), SCL(NCOLS) */
/* INTEGER IND(NCOLS), IOPT(1+NI), IBASIS(NCOLS), IBB(NCOLS) */
/* (Here NX=number of extra locations required for options 1,...,7; */
/* NX=0 for no options; here NI=number of extra locations possibly */
/* required for options 1-7; NI=0 for no options; NI=14 if all the */
/* options are simultaneously in use.) */
/* INPUT */
/* ----- */
/* -------------------- */
/* W(MDW,*),MINPUT,NCOLS */
/* -------------------- */
/* The array W(*,*) contains the matrix [E:F] on entry. The matrix */
/* [E:F] has MINPUT rows and NCOLS+1 columns. This data is placed in */
/* the array W(*,*) with E occupying the first NCOLS columns and the */
/* right side vector F in column NCOLS+1. The row dimension, MDW, of */
/* the array W(*,*) must satisfy the inequality MDW .ge. MINPUT. */
/* Other values of MDW are errors. The values of MINPUT and NCOLS */
/* must be positive. Other values are errors. */
/* ------------------ */
/* BL(*),BU(*),IND(*) */
/* ------------------ */
/* These arrays contain the information about the bounds that the */
/* solution values are to satisfy. The value of IND(J) tells the */
/* type of bound and BL(J) and BU(J) give the explicit values for */
/* the respective upper and lower bounds. */
/* 1. For IND(J)=1, require X(J) .ge. BL(J). */
/* 2. For IND(J)=2, require X(J) .le. BU(J). */
/* 3. For IND(J)=3, require X(J) .ge. BL(J) and */
/* X(J) .le. BU(J). */
/* 4. For IND(J)=4, no bounds on X(J) are required. */
/* The values of BL(*),BL(*) are modified by the subprogram. Values */
/* other than 1,2,3 or 4 for IND(J) are errors. In the case IND(J)=3 */
/* (upper and lower bounds) the condition BL(J) .gt. BU(J) is an */
/* error. */
/* ------- */
/* IOPT(*) */
/* ------- */
/* This is the array where the user can specify nonstandard options */
/* for DBOLSM. Most of the time this feature can be ignored by */
/* setting the input value IOPT(1)=99. Occasionally users may have */
/* needs that require use of the following subprogram options. For */
/* details about how to use the options see below: IOPT(*) CONTENTS. */
/* Option Number Brief Statement of Purpose */
/* ----- ------ ----- --------- -- ------- */
/* 1 Move the IOPT(*) processing pointer. */
/* 2 Change rank determination tolerance. */
/* 3 Change blow-up factor that determines the */
/* size of variables being dropped from active */
/* status. */
/* 4 Reset the maximum number of iterations to use */
/* in solving the problem. */
/* 5 The data matrix is triangularized before the */
/* problem is solved whenever (NCOLS/MINPUT) .lt. */
/* FAC. Change the value of FAC. */
/* 6 Redefine the weighting matrix used for */
/* linear independence checking. */
/* 7 Debug output is desired. */
/* 99 No more options to change. */
/* ---- */
/* X(*) */
/* ---- */
/* This array is used to pass data associated with options 1,2,3 and */
/* 5. Ignore this input parameter if none of these options are used. */
/* Otherwise see below: IOPT(*) CONTENTS. */
/* ---------------- */
/* IBASIS(*),IBB(*) */
/* ---------------- */
/* These arrays must be initialized by the user. The values */
/* IBASIS(J)=J, J=1,...,NCOLS */
/* IBB(J) =1, J=1,...,NCOLS */
/* are appropriate except when using nonstandard features. */
/* ------ */
/* SCL(*) */
/* ------ */
/* This is the array of scaling factors to use on the columns of the */
/* matrix E. These values must be defined by the user. To suppress */
/* any column scaling set SCL(J)=1.0, J=1,...,NCOLS. */
/* OUTPUT */
/* ------ */
/* ---------- */
/* X(*),RNORM */
/* ---------- */
/* The array X(*) contains a solution (if MODE .ge. 0 or .eq. -22) */
/* for the constrained least squares problem. The value RNORM is the */
/* minimum residual vector length. */
/* ---- */
/* MODE */
/* ---- */
/* The sign of mode determines whether the subprogram has completed */
/* normally, or encountered an error condition or abnormal status. */
/* A value of MODE .ge. 0 signifies that the subprogram has completed */
/* normally. The value of MODE (.ge. 0) is the number of variables */
/* in an active status: not at a bound nor at the value ZERO, for */
/* the case of free variables. A negative value of MODE will be one */
/* of the 18 cases -38,-37,...,-22, or -1. Values .lt. -1 correspond */
/* to an abnormal completion of the subprogram. To understand the */
/* abnormal completion codes see below: ERROR MESSAGES for DBOLSM */
/* An approximate solution will be returned to the user only when */
/* maximum iterations is reached, MODE=-22. */
/* ----------- */
/* RW(*),WW(*) */
/* ----------- */
/* These are working arrays each with NCOLS entries. The array RW(*) */
/* contains the working (scaled, nonactive) solution values. The */
/* array WW(*) contains the working (scaled, active) gradient vector */
/* values. */
/* ---------------- */
/* IBASIS(*),IBB(*) */
/* ---------------- */
/* These arrays contain information about the status of the solution */
/* when MODE .ge. 0. The indices IBASIS(K), K=1,...,MODE, show the */
/* nonactive variables; indices IBASIS(K), K=MODE+1,..., NCOLS are */
/* the active variables. The value (IBB(J)-1) is the number of times */
/* variable J was reflected from its upper bound. (Normally the user */
/* can ignore these parameters.) */
/* IOPT(*) CONTENTS */
/* ------- -------- */
/* The option array allows a user to modify internal variables in */
/* the subprogram without recompiling the source code. A central */
/* goal of the initial software design was to do a good job for most */
/* people. Thus the use of options will be restricted to a select */
/* group of users. The processing of the option array proceeds as */
/* follows: a pointer, here called LP, is initially set to the value */
/* 1. The value is updated as the options are processed. At the */
/* pointer position the option number is extracted and used for */
/* locating other information that allows for options to be changed. */
/* The portion of the array IOPT(*) that is used for each option is */
/* fixed; the user and the subprogram both know how many locations */
/* are needed for each option. A great deal of error checking is */
/* done by the subprogram on the contents of the option array. */
/* Nevertheless it is still possible to give the subprogram optional */
/* input that is meaningless. For example, some of the options use */
/* the location X(NCOLS+IOFF) for passing data. The user must manage */
/* the allocation of these locations when more than one piece of */
/* option data is being passed to the subprogram. */
/* 1 */
/* - */
/* Move the processing pointer (either forward or backward) to the */
/* location IOPT(LP+1). The processing pointer is moved to location */
/* LP+2 of IOPT(*) in case IOPT(LP)=-1. For example to skip over */
/* locations 3,...,NCOLS+2 of IOPT(*), */
/* IOPT(1)=1 */
/* IOPT(2)=NCOLS+3 */
/* (IOPT(I), I=3,...,NCOLS+2 are not defined here.) */
/* IOPT(NCOLS+3)=99 */
/* CALL DBOLSM */
/* CAUTION: Misuse of this option can yield some very hard-to-find */
/* bugs. Use it with care. */
/* 2 */
/* - */
/* The algorithm that solves the bounded least squares problem */
/* iteratively drops columns from the active set. This has the */
/* effect of joining a new column vector to the QR factorization of */
/* the rectangular matrix consisting of the partially triangularized */
/* nonactive columns. After triangularizing this matrix a test is */
/* made on the size of the pivot element. The column vector is */
/* rejected as dependent if the magnitude of the pivot element is */
/* .le. TOL* magnitude of the column in components strictly above */
/* the pivot element. Nominally the value of this (rank) tolerance */
/* is TOL = SQRT(R1MACH(4)). To change only the value of TOL, for */
/* example, */
/* X(NCOLS+1)=TOL */
/* IOPT(1)=2 */
/* IOPT(2)=1 */
/* IOPT(3)=99 */
/* CALL DBOLSM */
/* Generally, if LP is the processing pointer for IOPT(*), */
/* X(NCOLS+IOFF)=TOL */
/* IOPT(LP)=2 */
/* IOPT(LP+1)=IOFF */
/* . */
/* CALL DBOLSM */
/* The required length of IOPT(*) is increased by 2 if option 2 is */
/* used; The required length of X(*) is increased by 1. A value of */
/* IOFF .le. 0 is an error. A value of TOL .le. R1MACH(4) gives a */
/* warning message; it is not considered an error. */
/* 3 */
/* - */
/* A solution component is left active (not used) if, roughly */
/* speaking, it seems too large. Mathematically the new component is */
/* left active if the magnitude is .ge.((vector norm of F)/(matrix */
/* norm of E))/BLOWUP. Nominally the factor BLOWUP = SQRT(R1MACH(4)). */
/* To change only the value of BLOWUP, for example, */
/* X(NCOLS+2)=BLOWUP */
/* IOPT(1)=3 */
/* IOPT(2)=2 */
/* IOPT(3)=99 */
/* CALL DBOLSM */
/* Generally, if LP is the processing pointer for IOPT(*), */
/* X(NCOLS+IOFF)=BLOWUP */
/* IOPT(LP)=3 */
/* IOPT(LP+1)=IOFF */
/* . */
/* CALL DBOLSM */
/* The required length of IOPT(*) is increased by 2 if option 3 is */
/* used; the required length of X(*) is increased by 1. A value of */
/* IOFF .le. 0 is an error. A value of BLOWUP .le. 0.0 is an error. */
/* 4 */
/* - */
/* Normally the algorithm for solving the bounded least squares */
/* problem requires between NCOLS/3 and NCOLS drop-add steps to */
/* converge. (this remark is based on examining a small number of */
/* test cases.) The amount of arithmetic for such problems is */
/* typically about twice that required for linear least squares if */
/* there are no bounds and if plane rotations are used in the */
/* solution method. Convergence of the algorithm, while */
/* mathematically certain, can be much slower than indicated. To */
/* avoid this potential but unlikely event ITMAX drop-add steps are */
/* permitted. Nominally ITMAX=5*(MAX(MINPUT,NCOLS)). To change the */
/* value of ITMAX, for example, */
/* IOPT(1)=4 */
/* IOPT(2)=ITMAX */
/* IOPT(3)=99 */
/* CALL DBOLSM */
/* Generally, if LP is the processing pointer for IOPT(*), */
/* IOPT(LP)=4 */
/* IOPT(LP+1)=ITMAX */
/* . */
/* CALL DBOLSM */
/* The value of ITMAX must be .gt. 0. Other values are errors. Use */
/* of this option increases the required length of IOPT(*) by 2. */
/* 5 */
/* - */
/* For purposes of increased efficiency the MINPUT by NCOLS+1 data */
/* matrix [E:F] is triangularized as a first step whenever MINPUT */
/* satisfies FAC*MINPUT .gt. NCOLS. Nominally FAC=0.75. To change the */
/* value of FAC, */
/* X(NCOLS+3)=FAC */
/* IOPT(1)=5 */
/* IOPT(2)=3 */
/* IOPT(3)=99 */
/* CALL DBOLSM */
/* Generally, if LP is the processing pointer for IOPT(*), */
/* X(NCOLS+IOFF)=FAC */
/* IOPT(LP)=5 */
/* IOPT(LP+1)=IOFF */
/* . */
/* CALL DBOLSM */
/* The value of FAC must be nonnegative. Other values are errors. */
/* Resetting FAC=0.0 suppresses the initial triangularization step. */
/* Use of this option increases the required length of IOPT(*) by 2; */
/* The required length of of X(*) is increased by 1. */
/* 6 */
/* - */
/* The norm used in testing the magnitudes of the pivot element */
/* compared to the mass of the column above the pivot line can be */
/* changed. The type of change that this option allows is to weight */
/* the components with an index larger than MVAL by the parameter */
/* WT. Normally MVAL=0 and WT=1. To change both the values MVAL and */
/* WT, where LP is the processing pointer for IOPT(*), */
/* X(NCOLS+IOFF)=WT */
/* IOPT(LP)=6 */
/* IOPT(LP+1)=IOFF */
/* IOPT(LP+2)=MVAL */
/* Use of this option increases the required length of IOPT(*) by 3. */
/* The length of X(*) is increased by 1. Values of MVAL must be */
/* nonnegative and not greater than MINPUT. Other values are errors. */
/* The value of WT must be positive. Any other value is an error. If */
/* either error condition is present a message will be printed. */
/* 7 */
/* - */
/* Debug output, showing the detailed add-drop steps for the */
/* constrained least squares problem, is desired. This option is */
/* intended to be used to locate suspected bugs. */
/* 99 */
/* -- */
/* There are no more options to change. */
/* The values for options are 1,...,7,99, and are the only ones */
/* permitted. Other values are errors. Options -99,-1,...,-7 mean */
/* that the repective options 99,1,...,7 are left at their default */
/* values. An example is the option to modify the (rank) tolerance: */
/* X(NCOLS+1)=TOL */
/* IOPT(1)=-2 */
/* IOPT(2)=1 */
/* IOPT(3)=99 */
/* Error Messages for DBOLSM */
/* ----- -------- --- --------- */
/* -22 MORE THAN ITMAX = ... ITERATIONS SOLVING BOUNDED LEAST */
/* SQUARES PROBLEM. */
/* -23 THE OPTION NUMBER = ... IS NOT DEFINED. */
/* -24 THE OFFSET = ... BEYOND POSTION NCOLS = ... MUST BE POSITIVE */
/* FOR OPTION NUMBER 2. */
/* -25 THE TOLERANCE FOR RANK DETERMINATION = ... IS LESS THAN */
/* MACHINE PRECISION = .... */
/* -26 THE OFFSET = ... BEYOND POSITION NCOLS = ... MUST BE POSTIVE */
/* FOR OPTION NUMBER 3. */
/* -27 THE RECIPROCAL OF THE BLOW-UP FACTOR FOR REJECTING VARIABLES */
/* MUST BE POSITIVE. NOW = .... */
/* -28 THE MAXIMUM NUMBER OF ITERATIONS = ... MUST BE POSITIVE. */
/* -29 THE OFFSET = ... BEYOND POSITION NCOLS = ... MUST BE POSTIVE */
/* FOR OPTION NUMBER 5. */
/* -30 THE FACTOR (NCOLS/MINPUT) WHERE PRETRIANGULARIZING IS */
/* PERFORMED MUST BE NONNEGATIVE. NOW = .... */
/* -31 THE NUMBER OF ROWS = ... MUST BE POSITIVE. */
/* -32 THE NUMBER OF COLUMNS = ... MUST BE POSTIVE. */
/* -33 THE ROW DIMENSION OF W(,) = ... MUST BE .GE. THE NUMBER OF */
/* ROWS = .... */
/* -34 FOR J = ... THE CONSTRAINT INDICATOR MUST BE 1-4. */
/* -35 FOR J = ... THE LOWER BOUND = ... IS .GT. THE UPPER BOUND = */
/* .... */
/* -36 THE INPUT ORDER OF COLUMNS = ... IS NOT BETWEEN 1 AND NCOLS */
/* = .... */
/* -37 THE BOUND POLARITY FLAG IN COMPONENT J = ... MUST BE */
/* POSITIVE. NOW = .... */
/* -38 THE ROW SEPARATOR TO APPLY WEIGHTING (...) MUST LIE BETWEEN */
/* 0 AND MINPUT = .... WEIGHT = ... MUST BE POSITIVE. */
/* ***SEE ALSO DBOCLS, DBOLS */
/* ***ROUTINES CALLED D1MACH, DAXPY, DCOPY, DDOT, DMOUT, DNRM2, DROT, */
/* DROTG, DSWAP, DVOUT, IVOUT, XERMSG */
/* ***REVISION HISTORY (YYMMDD) */
/* 821220 DATE WRITTEN */
/* 891214 Prologue converted to Version 4.0 format. (BAB) */
/* 900328 Added TYPE section. (WRB) */
/* 900510 Convert XERRWV calls to XERMSG calls. (RWC) */
/* 920422 Fixed usage of MINPUT. (WRB) */
/* 901009 Editorial changes, code now reads from top to bottom. (RWC) */
/* ***END PROLOGUE DBOLSM */
/* PURPOSE */
/* ------- */
/* THIS IS THE MAIN SUBPROGRAM THAT SOLVES THE BOUNDED */
/* LEAST SQUARES PROBLEM. THE PROBLEM SOLVED HERE IS: */
/* SOLVE E*X = F (LEAST SQUARES SENSE) */
/* WITH BOUNDS ON SELECTED X VALUES. */
/* TO CHANGE THIS SUBPROGRAM FROM SINGLE TO DOUBLE PRECISION BEGIN */
/* EDITING AT THE CARD 'C++'. */
/* CHANGE THE SUBPROGRAM NAME TO DBOLSM AND THE STRINGS */
/* /SAXPY/ TO /DAXPY/, /SCOPY/ TO /DCOPY/, */
/* /SDOT/ TO /DDOT/, /SNRM2/ TO /DNRM2/, */
/* /SROT/ TO /DROT/, /SROTG/ TO /DROTG/, /R1MACH/ TO /D1MACH/, */
/* /SVOUT/ TO /DVOUT/, /SMOUT/ TO /DMOUT/, */
/* /SSWAP/ TO /DSWAP/, /E0/ TO /D0/, */
/* /REAL / TO /DOUBLE PRECISION/. */
/* ++ */
/* ***FIRST EXECUTABLE STATEMENT DBOLSM */
/* Verify that the problem dimensions are defined properly. */
/* Parameter adjustments */
w_dim1 = *mdw;
w_offset = 1 + w_dim1;
w -= w_offset;
--bl;
--bu;
--ind;
--iopt;
--x;
--rw;
--ww;
--scl;
--ibasis;
--ibb;
/* Function Body */
if (*minput <= 0) {
s_wsfi(&io___2);
do_fio(&c__1, (char *)&(*minput), (ftnlen)sizeof(integer));
e_wsfi();
/* Writing concatenation */
i__1[0] = 21, a__1[0] = "THE NUMBER OF ROWS = ";
i__1[1] = 8, a__1[1] = xern1;
i__1[2] = 18, a__1[2] = " MUST BE POSITIVE.";
s_cat(ch__1, a__1, i__1, &c__3, (ftnlen)47);
xermsg_("SLATEC", "DBOLSM", ch__1, &c__31, &c__1, (ftnlen)6, (ftnlen)
6, (ftnlen)47);
*mode = -31;
return 0;
}
if (*ncols <= 0) {
s_wsfi(&io___3);
do_fio(&c__1, (char *)&(*ncols), (ftnlen)sizeof(integer));
e_wsfi();
/* Writing concatenation */
i__1[0] = 24, a__1[0] = "THE NUMBER OF COLUMNS = ";
i__1[1] = 8, a__1[1] = xern1;
i__1[2] = 18, a__1[2] = " MUST BE POSITIVE.";
s_cat(ch__2, a__1, i__1, &c__3, (ftnlen)50);
xermsg_("SLATEC", "DBOLSM", ch__2, &c__32, &c__1, (ftnlen)6, (ftnlen)
6, (ftnlen)50);
*mode = -32;
return 0;
}
if (*mdw < *minput) {
s_wsfi(&io___4);
do_fio(&c__1, (char *)&(*mdw), (ftnlen)sizeof(integer));
e_wsfi();
s_wsfi(&io___6);
do_fio(&c__1, (char *)&(*minput), (ftnlen)sizeof(integer));
e_wsfi();
/* Writing concatenation */
i__2[0] = 28, a__2[0] = "THE ROW DIMENSION OF W(,) = ";
i__2[1] = 8, a__2[1] = xern1;
i__2[2] = 35, a__2[2] = " MUST BE .GE. THE NUMBER OF ROWS = ";
i__2[3] = 8, a__2[3] = xern2;
s_cat(ch__3, a__2, i__2, &c__4, (ftnlen)79);
xermsg_("SLATEC", "DBOLSM", ch__3, &c__33, &c__1, (ftnlen)6, (ftnlen)
6, (ftnlen)79);
*mode = -33;
return 0;
}
/* Verify that bound information is correct. */
i__3 = *ncols;
for (j = 1; j <= i__3; ++j) {
if (ind[j] < 1 || ind[j] > 4) {
s_wsfi(&io___8);
do_fio(&c__1, (char *)&j, (ftnlen)sizeof(integer));
e_wsfi();
s_wsfi(&io___9);
do_fio(&c__1, (char *)&ind[j], (ftnlen)sizeof(integer));
e_wsfi();
/* Writing concatenation */
i__1[0] = 8, a__1[0] = "FOR J = ";
i__1[1] = 8, a__1[1] = xern1;
i__1[2] = 37, a__1[2] = " THE CONSTRAINT INDICATOR MUST BE 1-4";
s_cat(ch__4, a__1, i__1, &c__3, (ftnlen)53);
xermsg_("SLATEC", "DBOLSM", ch__4, &c__34, &c__1, (ftnlen)6, (
ftnlen)6, (ftnlen)53);
*mode = -34;
return 0;
}
/* L10: */
}
i__3 = *ncols;
for (j = 1; j <= i__3; ++j) {
if (ind[j] == 3) {
if (bu[j] < bl[j]) {
s_wsfi(&io___10);
do_fio(&c__1, (char *)&j, (ftnlen)sizeof(integer));
e_wsfi();
s_wsfi(&io___12);
do_fio(&c__1, (char *)&bl[j], (ftnlen)sizeof(doublereal));
e_wsfi();
s_wsfi(&io___14);
do_fio(&c__1, (char *)&bu[j], (ftnlen)sizeof(doublereal));
e_wsfi();
/* Writing concatenation */
i__4[0] = 8, a__3[0] = "FOR J = ";
i__4[1] = 8, a__3[1] = xern1;
i__4[2] = 19, a__3[2] = " THE LOWER BOUND = ";
i__4[3] = 16, a__3[3] = xern3;
i__4[4] = 27, a__3[4] = " IS .GT. THE UPPER BOUND = ";
i__4[5] = 16, a__3[5] = xern4;
s_cat(ch__5, a__3, i__4, &c__6, (ftnlen)94);
xermsg_("SLATEC", "DBOLSM", ch__5, &c__35, &c__1, (ftnlen)6, (
ftnlen)6, (ftnlen)94);
*mode = -35;
return 0;
}
}
/* L20: */
}
/* Check that permutation and polarity arrays have been set. */
i__3 = *ncols;
for (j = 1; j <= i__3; ++j) {
if (ibasis[j] < 1 || ibasis[j] > *ncols) {
s_wsfi(&io___15);
do_fio(&c__1, (char *)&ibasis[j], (ftnlen)sizeof(integer));
e_wsfi();
s_wsfi(&io___16);
do_fio(&c__1, (char *)&(*ncols), (ftnlen)sizeof(integer));
e_wsfi();
/* Writing concatenation */
i__2[0] = 29, a__2[0] = "THE INPUT ORDER OF COLUMNS = ";
i__2[1] = 8, a__2[1] = xern1;
i__2[2] = 30, a__2[2] = " IS NOT BETWEEN 1 AND NCOLS = ";
i__2[3] = 8, a__2[3] = xern2;
s_cat(ch__6, a__2, i__2, &c__4, (ftnlen)75);
xermsg_("SLATEC", "DBOLSM", ch__6, &c__36, &c__1, (ftnlen)6, (
ftnlen)6, (ftnlen)75);
*mode = -36;
return 0;
}
if (ibb[j] <= 0) {
s_wsfi(&io___17);
do_fio(&c__1, (char *)&j, (ftnlen)sizeof(integer));
e_wsfi();
s_wsfi(&io___18);
do_fio(&c__1, (char *)&ibb[j], (ftnlen)sizeof(integer));
e_wsfi();
/* Writing concatenation */
i__2[0] = 41, a__2[0] = "THE BOUND POLARITY FLAG IN COMPONENT J "
"= ";
i__2[1] = 8, a__2[1] = xern1;
i__2[2] = 26, a__2[2] = " MUST BE POSITIVE.$$NOW = ";
i__2[3] = 8, a__2[3] = xern2;
s_cat(ch__7, a__2, i__2, &c__4, (ftnlen)83);
xermsg_("SLATEC", "DBOLSM", ch__7, &c__37, &c__1, (ftnlen)6, (
ftnlen)6, (ftnlen)83);
*mode = -37;
return 0;
}
/* L30: */
}
/* Process the option array. */
fac = .75;
tolind = sqrt(d1mach_(&c__4));
tolsze = sqrt(d1mach_(&c__4));
itmax = max(*minput,*ncols) * 5;
wt = 1.;
mval = 0;
iprint = 0;
/* Changes to some parameters can occur through the option array, */
/* IOPT(*). Process this array looking carefully for input data */
/* errors. */
lp = 0;
lds = 0;
/* Test for no more options. */
L590:
lp += lds;
ip = iopt[lp + 1];
jp = abs(ip);
if (ip == 99) {
goto L470;
} else if (jp == 99) {
lds = 1;
} else if (jp == 1) {
/* Move the IOPT(*) processing pointer. */
if (ip > 0) {
lp = iopt[lp + 2] - 1;
lds = 0;
} else {
lds = 2;
}
} else if (jp == 2) {
/* Change tolerance for rank determination. */
if (ip > 0) {
ioff = iopt[lp + 2];
if (ioff <= 0) {
s_wsfi(&io___31);
do_fio(&c__1, (char *)&ioff, (ftnlen)sizeof(integer));
e_wsfi();
s_wsfi(&io___32);
do_fio(&c__1, (char *)&(*ncols), (ftnlen)sizeof(integer));
e_wsfi();
/* Writing concatenation */
i__5[0] = 13, a__4[0] = "THE OFFSET = ";
i__5[1] = 8, a__4[1] = xern1;
i__5[2] = 25, a__4[2] = " BEYOND POSITION NCOLS = ";
i__5[3] = 8, a__4[3] = xern2;
i__5[4] = 38, a__4[4] = " MUST BE POSITIVE FOR OPTION NUMBER"
" 2.";
s_cat(ch__8, a__4, i__5, &c__5, (ftnlen)92);
xermsg_("SLATEC", "DBOLSM", ch__8, &c__24, &c__1, (ftnlen)6, (
ftnlen)6, (ftnlen)92);
*mode = -24;
return 0;
}
tolind = x[*ncols + ioff];
if (tolind < d1mach_(&c__4)) {
s_wsfi(&io___33);
do_fio(&c__1, (char *)&tolind, (ftnlen)sizeof(doublereal));
e_wsfi();
s_wsfi(&io___34);
d__1 = d1mach_(&c__4);
do_fio(&c__1, (char *)&d__1, (ftnlen)sizeof(doublereal));
e_wsfi();
/* Writing concatenation */
i__2[0] = 39, a__2[0] = "THE TOLERANCE FOR RANK DETERMINATIO"
"N = ";
i__2[1] = 16, a__2[1] = xern3;
i__2[2] = 34, a__2[2] = " IS LESS THAN MACHINE PRECISION = ";
i__2[3] = 16, a__2[3] = xern4;
s_cat(ch__9, a__2, i__2, &c__4, (ftnlen)105);
xermsg_("SLATEC", "DBOLSM", ch__9, &c__25, &c__0, (ftnlen)6, (
ftnlen)6, (ftnlen)105);
*mode = -25;
}
}
lds = 2;
} else if (jp == 3) {
/* Change blowup factor for allowing variables to become */
/* inactive. */
if (ip > 0) {
ioff = iopt[lp + 2];
if (ioff <= 0) {
s_wsfi(&io___35);
do_fio(&c__1, (char *)&ioff, (ftnlen)sizeof(integer));
e_wsfi();
s_wsfi(&io___36);
do_fio(&c__1, (char *)&(*ncols), (ftnlen)sizeof(integer));
e_wsfi();
/* Writing concatenation */
i__5[0] = 13, a__4[0] = "THE OFFSET = ";
i__5[1] = 8, a__4[1] = xern1;
i__5[2] = 25, a__4[2] = " BEYOND POSITION NCOLS = ";
i__5[3] = 8, a__4[3] = xern2;
i__5[4] = 38, a__4[4] = " MUST BE POSITIVE FOR OPTION NUMBER"
" 3.";
s_cat(ch__8, a__4, i__5, &c__5, (ftnlen)92);
xermsg_("SLATEC", "DBOLSM", ch__8, &c__26, &c__1, (ftnlen)6, (
ftnlen)6, (ftnlen)92);
*mode = -26;
return 0;
}
tolsze = x[*ncols + ioff];
if (tolsze <= 0.) {
s_wsfi(&io___37);
do_fio(&c__1, (char *)&tolsze, (ftnlen)sizeof(doublereal));
e_wsfi();
/* Writing concatenation */
i__6[0] = 86, a__5[0] = "THE RECIPROCAL OF THE BLOW-UP FACTO"
"R FOR REJECTING VARIABLES MUST BE POSITIVE.$$NOW = ";
i__6[1] = 16, a__5[1] = xern3;
s_cat(ch__10, a__5, i__6, &c__2, (ftnlen)102);
xermsg_("SLATEC", "DBOLSM", ch__10, &c__27, &c__1, (ftnlen)6,
(ftnlen)6, (ftnlen)102);
*mode = -27;
return 0;
}
}
lds = 2;
} else if (jp == 4) {
/* Change the maximum number of iterations allowed. */
if (ip > 0) {
itmax = iopt[lp + 2];
if (itmax <= 0) {
s_wsfi(&io___38);
do_fio(&c__1, (char *)&itmax, (ftnlen)sizeof(integer));
e_wsfi();
/* Writing concatenation */
i__1[0] = 35, a__1[0] = "THE MAXIMUM NUMBER OF ITERATIONS = ";
i__1[1] = 8, a__1[1] = xern1;
i__1[2] = 18, a__1[2] = " MUST BE POSITIVE.";
s_cat(ch__11, a__1, i__1, &c__3, (ftnlen)61);
xermsg_("SLATEC", "DBOLSM", ch__11, &c__28, &c__1, (ftnlen)6,
(ftnlen)6, (ftnlen)61);
*mode = -28;
return 0;
}
}
lds = 2;
} else if (jp == 5) {
/* Change the factor for pretriangularizing the data matrix. */
if (ip > 0) {
ioff = iopt[lp + 2];
if (ioff <= 0) {
s_wsfi(&io___39);
do_fio(&c__1, (char *)&ioff, (ftnlen)sizeof(integer));
e_wsfi();
s_wsfi(&io___40);
do_fio(&c__1, (char *)&(*ncols), (ftnlen)sizeof(integer));
e_wsfi();
/* Writing concatenation */
i__5[0] = 13, a__4[0] = "THE OFFSET = ";
i__5[1] = 8, a__4[1] = xern1;
i__5[2] = 25, a__4[2] = " BEYOND POSITION NCOLS = ";
i__5[3] = 8, a__4[3] = xern2;
i__5[4] = 38, a__4[4] = " MUST BE POSITIVE FOR OPTION NUMBER"
" 5.";
s_cat(ch__8, a__4, i__5, &c__5, (ftnlen)92);
xermsg_("SLATEC", "DBOLSM", ch__8, &c__29, &c__1, (ftnlen)6, (
ftnlen)6, (ftnlen)92);
*mode = -29;
return 0;
}
fac = x[*ncols + ioff];
if (fac < 0.) {
s_wsfi(&io___41);
do_fio(&c__1, (char *)&fac, (ftnlen)sizeof(doublereal));
e_wsfi();
/* Writing concatenation */
i__6[0] = 94, a__5[0] = "THE FACTOR (NCOLS/MINPUT) WHERE PRE"
"-TRIANGULARIZING IS PERFORMED MUST BE NON-NEGATIVE.$"
"$NOW = ";
i__6[1] = 16, a__5[1] = xern3;
s_cat(ch__12, a__5, i__6, &c__2, (ftnlen)110);
xermsg_("SLATEC", "DBOLSM", ch__12, &c__30, &c__0, (ftnlen)6,
(ftnlen)6, (ftnlen)110);
*mode = -30;
return 0;
}
}
lds = 2;
} else if (jp == 6) {
/* Change the weighting factor (from 1.0) to apply to components */
/* numbered .gt. MVAL (initially set to 1.) This trick is needed */
/* for applications of this subprogram to the heavily weighted */
/* least squares problem that come from equality constraints. */
if (ip > 0) {
ioff = iopt[lp + 2];
mval = iopt[lp + 3];
wt = x[*ncols + ioff];
}
if (mval < 0 || mval > *minput || wt <= 0.) {
s_wsfi(&io___42);
do_fio(&c__1, (char *)&mval, (ftnlen)sizeof(integer));
e_wsfi();
s_wsfi(&io___43);
do_fio(&c__1, (char *)&(*minput), (ftnlen)sizeof(integer));
e_wsfi();
s_wsfi(&io___44);
do_fio(&c__1, (char *)&wt, (ftnlen)sizeof(doublereal));
e_wsfi();
/* Writing concatenation */
i__7[0] = 38, a__6[0] = "THE ROW SEPARATOR TO APPLY WEIGHTING (";
i__7[1] = 8, a__6[1] = xern1;
i__7[2] = 34, a__6[2] = ") MUST LIE BETWEEN 0 AND MINPUT = ";
i__7[3] = 8, a__6[3] = xern2;
i__7[4] = 12, a__6[4] = ".$$WEIGHT = ";
i__7[5] = 16, a__6[5] = xern3;
i__7[6] = 18, a__6[6] = " MUST BE POSITIVE.";
s_cat(ch__13, a__6, i__7, &c__7, (ftnlen)134);
xermsg_("SLATEC", "DBOLSM", ch__13, &c__38, &c__0, (ftnlen)6, (
ftnlen)6, (ftnlen)134);
*mode = -38;
return 0;
}
lds = 3;
} else if (jp == 7) {
/* Turn on debug output. */
if (ip > 0) {
iprint = 1;
}
lds = 2;
} else {
s_wsfi(&io___45);
do_fio(&c__1, (char *)&ip, (ftnlen)sizeof(integer));
e_wsfi();
/* Writing concatenation */
i__1[0] = 20, a__1[0] = "THE OPTION NUMBER = ";
i__1[1] = 8, a__1[1] = xern1;
i__1[2] = 16, a__1[2] = " IS NOT DEFINED.";
s_cat(ch__14, a__1, i__1, &c__3, (ftnlen)44);
xermsg_("SLATEC", "DBOLSM", ch__14, &c__23, &c__1, (ftnlen)6, (ftnlen)
6, (ftnlen)44);
*mode = -23;
return 0;
}
goto L590;
/* Pretriangularize rectangular arrays of certain sizes for */
/* increased efficiency. */
L470:
if (fac * *minput > (doublereal) (*ncols)) {
i__3 = *ncols + 1;
for (j = 1; j <= i__3; ++j) {
i__8 = j + mval + 1;
for (i__ = *minput; i__ >= i__8; --i__) {
drotg_(&w[i__ - 1 + j * w_dim1], &w[i__ + j * w_dim1], &sc, &
ss);
w[i__ + j * w_dim1] = 0.;
i__9 = *ncols - j + 1;
drot_(&i__9, &w[i__ - 1 + (j + 1) * w_dim1], mdw, &w[i__ + (j
+ 1) * w_dim1], mdw, &sc, &ss);
/* L480: */
}
/* L490: */
}
mrows = *ncols + mval + 1;
} else {
mrows = *minput;
}
/* Set the X(*) array to zero so all components are defined. */
dcopy_(ncols, &c_b185, &c__0, &x[1], &c__1);
/* The arrays IBASIS(*) and IBB(*) are initialized by the calling */
/* program and the column scaling is defined in the calling program. */
/* 'BIG' is plus infinity on this machine. */
big = d1mach_(&c__2);
i__3 = *ncols;
for (j = 1; j <= i__3; ++j) {
if (ind[j] == 1) {
bu[j] = big;
} else if (ind[j] == 2) {
bl[j] = -big;
} else if (ind[j] == 4) {
bl[j] = -big;
bu[j] = big;
}
/* L550: */
}
i__3 = *ncols;
for (j = 1; j <= i__3; ++j) {
if (bl[j] <= 0. && 0. <= bu[j] && (d__1 = bu[j], abs(d__1)) < (d__2 =
bl[j], abs(d__2)) || bu[j] < 0.) {
t = bu[j];
bu[j] = -bl[j];
bl[j] = -t;
scl[j] = -scl[j];
i__8 = mrows;
for (i__ = 1; i__ <= i__8; ++i__) {
w[i__ + j * w_dim1] = -w[i__ + j * w_dim1];
/* L560: */
}
}
/* Indices in set T(=TIGHT) are denoted by negative values */
/* of IBASIS(*). */
if (bl[j] >= 0.) {
ibasis[j] = -ibasis[j];
t = -bl[j];
bu[j] += t;
daxpy_(&mrows, &t, &w[j * w_dim1 + 1], &c__1, &w[(*ncols + 1) *
w_dim1 + 1], &c__1);
}
/* L570: */
}
nsetb = 0;
iter = 0;
if (iprint > 0) {
i__3 = *ncols + 1;
dmout_(&mrows, &i__3, mdw, &w[w_offset], "(' PRETRI. INPUT MATRIX')",
&c_n4, (ftnlen)25);
dvout_(ncols, &bl[1], "(' LOWER BOUNDS')", &c_n4, (ftnlen)17);
dvout_(ncols, &bu[1], "(' UPPER BOUNDS')", &c_n4, (ftnlen)17);
}
L580:
++iter;
if (iter > itmax) {
s_wsfi(&io___54);
do_fio(&c__1, (char *)&itmax, (ftnlen)sizeof(integer));
e_wsfi();
/* Writing concatenation */
i__1[0] = 18, a__1[0] = "MORE THAN ITMAX = ";
i__1[1] = 8, a__1[1] = xern1;
i__1[2] = 50, a__1[2] = " ITERATIONS SOLVING BOUNDED LEAST SQUARES P"
"ROBLEM.";
s_cat(ch__15, a__1, i__1, &c__3, (ftnlen)76);
xermsg_("SLATEC", "DBOLSM", ch__15, &c__22, &c__1, (ftnlen)6, (ftnlen)
6, (ftnlen)76);
*mode = -22;
/* Rescale and translate variables. */
igopr = 1;
goto L130;
}
/* Find a variable to become non-active. */
/* T */
/* Compute (negative) of gradient vector, W = E *(F-E*X). */
dcopy_(ncols, &c_b185, &c__0, &ww[1], &c__1);
i__3 = *ncols;
for (j = nsetb + 1; j <= i__3; ++j) {
jcol = (i__8 = ibasis[j], abs(i__8));
i__8 = mrows - nsetb;
/* Computing MIN */
i__9 = nsetb + 1;
/* Computing MIN */
i__10 = nsetb + 1;
ww[j] = ddot_(&i__8, &w[min(i__9,mrows) + j * w_dim1], &c__1, &w[min(
i__10,mrows) + (*ncols + 1) * w_dim1], &c__1) * (d__1 = scl[
jcol], abs(d__1));
/* L200: */
}
if (iprint > 0) {
dvout_(ncols, &ww[1], "(' GRADIENT VALUES')", &c_n4, (ftnlen)20);
ivout_(ncols, &ibasis[1], "(' INTERNAL VARIABLE ORDER')", &c_n4, (
ftnlen)28);
ivout_(ncols, &ibb[1], "(' BOUND POLARITY')", &c_n4, (ftnlen)19);
}
/* If active set = number of total rows, quit. */
L210:
if (nsetb == mrows) {
found = FALSE_;
goto L120;
}
/* Choose an extremal component of gradient vector for a candidate */
/* to become non-active. */
wlarge = -big;
wmag = -big;
i__3 = *ncols;
for (j = nsetb + 1; j <= i__3; ++j) {
t = ww[j];
if (t == big) {
goto L220;
}
itemp = ibasis[j];
jcol = abs(itemp);
i__8 = mval - nsetb;
/* Computing MIN */
i__9 = nsetb + 1;
t1 = dnrm2_(&i__8, &w[min(i__9,mrows) + j * w_dim1], &c__1);
if (itemp < 0) {
if (ibb[jcol] % 2 == 0) {
t = -t;
}
if (t < 0.) {
goto L220;
}
if (mval > nsetb) {
t = t1;
}
if (t > wlarge) {
wlarge = t;
jlarge = j;
}
} else {
if (mval > nsetb) {
t = t1;
}
if (abs(t) > wmag) {
wmag = abs(t);
jmag = j;
}
}
L220:
;
}
/* Choose magnitude of largest component of gradient for candidate. */
jbig = 0;
wbig = 0.;
if (wlarge > 0.) {
jbig = jlarge;
wbig = wlarge;
}
if (wmag >= wbig) {
jbig = jmag;
wbig = wmag;
}
if (jbig == 0) {
found = FALSE_;
if (iprint > 0) {
ivout_(&c__0, &i__, "(' FOUND NO VARIABLE TO ENTER')", &c_n4, (
ftnlen)31);
}
goto L120;
}
/* See if the incoming column is sufficiently independent. This */
/* test is made before an elimination is performed. */
if (iprint > 0) {
ivout_(&c__1, &jbig, "(' TRY TO BRING IN THIS COL.')", &c_n4, (ftnlen)
30);
}
if (mval <= nsetb) {
cl1 = dnrm2_(&mval, &w[jbig * w_dim1 + 1], &c__1);
i__3 = nsetb - mval;
/* Computing MIN */
i__8 = mval + 1;
cl2 = abs(wt) * dnrm2_(&i__3, &w[min(i__8,mrows) + jbig * w_dim1], &
c__1);
i__3 = mrows - nsetb;
/* Computing MIN */
i__8 = nsetb + 1;
cl3 = abs(wt) * dnrm2_(&i__3, &w[min(i__8,mrows) + jbig * w_dim1], &
c__1);
drotg_(&cl1, &cl2, &sc, &ss);
colabv = abs(cl1);
colblo = cl3;
} else {
cl1 = dnrm2_(&nsetb, &w[jbig * w_dim1 + 1], &c__1);
i__3 = mval - nsetb;
/* Computing MIN */
i__8 = nsetb + 1;
cl2 = dnrm2_(&i__3, &w[min(i__8,mrows) + jbig * w_dim1], &c__1);
i__3 = mrows - mval;
/* Computing MIN */
i__8 = mval + 1;
cl3 = abs(wt) * dnrm2_(&i__3, &w[min(i__8,mrows) + jbig * w_dim1], &
c__1);
colabv = cl1;
drotg_(&cl2, &cl3, &sc, &ss);
colblo = abs(cl2);
}
if (colblo <= tolind * colabv) {
ww[jbig] = big;
if (iprint > 0) {
ivout_(&c__0, &i__, "(' VARIABLE IS DEPENDENT, NOT USED.')", &
c_n4, (ftnlen)37);
}
goto L210;
}
/* Swap matrix columns NSETB+1 and JBIG, plus pointer information, */
/* and gradient values. */
++nsetb;
if (nsetb != jbig) {
dswap_(&mrows, &w[nsetb * w_dim1 + 1], &c__1, &w[jbig * w_dim1 + 1], &
c__1);
dswap_(&c__1, &ww[nsetb], &c__1, &ww[jbig], &c__1);
itemp = ibasis[nsetb];
ibasis[nsetb] = ibasis[jbig];
ibasis[jbig] = itemp;
}
/* Eliminate entries below the pivot line in column NSETB. */
if (mrows > nsetb) {
i__3 = nsetb + 1;
for (i__ = mrows; i__ >= i__3; --i__) {
if (i__ == mval + 1) {
goto L230;
}
drotg_(&w[i__ - 1 + nsetb * w_dim1], &w[i__ + nsetb * w_dim1], &
sc, &ss);
w[i__ + nsetb * w_dim1] = 0.;
i__8 = *ncols - nsetb + 1;
drot_(&i__8, &w[i__ - 1 + (nsetb + 1) * w_dim1], mdw, &w[i__ + (
nsetb + 1) * w_dim1], mdw, &sc, &ss);
L230:
;
}
if (mval >= nsetb && mval < mrows) {
drotg_(&w[nsetb + nsetb * w_dim1], &w[mval + 1 + nsetb * w_dim1],
&sc, &ss);
w[mval + 1 + nsetb * w_dim1] = 0.;
i__3 = *ncols - nsetb + 1;
drot_(&i__3, &w[nsetb + (nsetb + 1) * w_dim1], mdw, &w[mval + 1 +
(nsetb + 1) * w_dim1], mdw, &sc, &ss);
}
}
if (w[nsetb + nsetb * w_dim1] == 0.) {
ww[nsetb] = big;
--nsetb;
if (iprint > 0) {
ivout_(&c__0, &i__, "(' PIVOT IS ZERO, NOT USED.')", &c_n4, (
ftnlen)29);
}
goto L210;
}
/* Check that new variable is moving in the right direction. */
itemp = ibasis[nsetb];
jcol = abs(itemp);
xnew = w[nsetb + (*ncols + 1) * w_dim1] / w[nsetb + nsetb * w_dim1] / (
d__1 = scl[jcol], abs(d__1));
if (itemp < 0) {
/* IF(WW(NSETB).GE.ZERO.AND.XNEW.LE.ZERO) exit(quit) */
/* IF(WW(NSETB).LE.ZERO.AND.XNEW.GE.ZERO) exit(quit) */
if (ww[nsetb] >= 0. && xnew <= 0. || ww[nsetb] <= 0. && xnew >= 0.) {
goto L240;
}
}
found = TRUE_;
goto L120;
L240:
ww[nsetb] = big;
--nsetb;
if (iprint > 0) {
ivout_(&c__0, &i__, "(' VARIABLE HAS BAD DIRECTION, NOT USED.')", &
c_n4, (ftnlen)42);
}
goto L210;
/* Solve the triangular system. */
L270:
dcopy_(&nsetb, &w[(*ncols + 1) * w_dim1 + 1], &c__1, &rw[1], &c__1);
for (j = nsetb; j >= 1; --j) {
rw[j] /= w[j + j * w_dim1];
jcol = (i__3 = ibasis[j], abs(i__3));
t = rw[j];
if (ibb[jcol] % 2 == 0) {
rw[j] = -rw[j];
}
i__3 = j - 1;
d__1 = -t;
daxpy_(&i__3, &d__1, &w[j * w_dim1 + 1], &c__1, &rw[1], &c__1);
rw[j] /= (d__1 = scl[jcol], abs(d__1));
/* L280: */
}
if (iprint > 0) {
dvout_(&nsetb, &rw[1], "(' SOLN. VALUES')", &c_n4, (ftnlen)17);
ivout_(&nsetb, &ibasis[1], "(' COLS. USED')", &c_n4, (ftnlen)15);
}
if (lgopr == 2) {
dcopy_(&nsetb, &rw[1], &c__1, &x[1], &c__1);
i__3 = nsetb;
for (j = 1; j <= i__3; ++j) {
itemp = ibasis[j];
jcol = abs(itemp);
if (itemp < 0) {
bou = 0.;
} else {
bou = bl[jcol];
}
if (-bou != big) {
bou /= (d__1 = scl[jcol], abs(d__1));
}
if (x[j] <= bou) {
jdrop1 = j;
goto L340;
}
bou = bu[jcol];
if (bou != big) {
bou /= (d__1 = scl[jcol], abs(d__1));
}
if (x[j] >= bou) {
jdrop2 = j;
goto L340;
}
/* L450: */
}
goto L340;
}
/* See if the unconstrained solution (obtained by solving the */
/* triangular system) satisfies the problem bounds. */
alpha = 2.;
beta = 2.;
x[nsetb] = 0.;
i__3 = nsetb;
for (j = 1; j <= i__3; ++j) {
itemp = ibasis[j];
jcol = abs(itemp);
t1 = 2.;
t2 = 2.;
if (itemp < 0) {
bou = 0.;
} else {
bou = bl[jcol];
}
if (-bou != big) {
bou /= (d__1 = scl[jcol], abs(d__1));
}
if (rw[j] <= bou) {
t1 = (x[j] - bou) / (x[j] - rw[j]);
}
bou = bu[jcol];
if (bou != big) {
bou /= (d__1 = scl[jcol], abs(d__1));
}
if (rw[j] >= bou) {
t2 = (bou - x[j]) / (rw[j] - x[j]);
}
/* If not, then compute a step length so that the variables remain */
/* feasible. */
if (t1 < alpha) {
alpha = t1;
jdrop1 = j;
}
if (t2 < beta) {
beta = t2;
jdrop2 = j;
}
/* L310: */
}
constr = alpha < 2. || beta < 2.;
if (! constr) {
/* Accept the candidate because it satisfies the stated bounds */
/* on the variables. */
dcopy_(&nsetb, &rw[1], &c__1, &x[1], &c__1);
goto L580;
}
/* Take a step that is as large as possible with all variables */
/* remaining feasible. */
i__3 = nsetb;
for (j = 1; j <= i__3; ++j) {
x[j] += min(alpha,beta) * (rw[j] - x[j]);
/* L330: */
}
if (alpha <= beta) {
jdrop2 = 0;
} else {
jdrop1 = 0;
}
L340:
if (jdrop1 + jdrop2 <= 0 || nsetb <= 0) {
goto L580;
}
/* L350: */
jdrop = jdrop1 + jdrop2;
itemp = ibasis[jdrop];
jcol = abs(itemp);
if (jdrop2 > 0) {
/* Variable is at an upper bound. Subtract multiple of this */
/* column from right hand side. */
t = bu[jcol];
if (itemp > 0) {
bu[jcol] = t - bl[jcol];
bl[jcol] = -t;
itemp = -itemp;
scl[jcol] = -scl[jcol];
i__3 = jdrop;
for (i__ = 1; i__ <= i__3; ++i__) {
w[i__ + jdrop * w_dim1] = -w[i__ + jdrop * w_dim1];
/* L360: */
}
} else {
++ibb[jcol];
if (ibb[jcol] % 2 == 0) {
t = -t;
}
}
/* Variable is at a lower bound. */
} else {
if ((doublereal) itemp < 0.) {
t = 0.;
} else {
t = -bl[jcol];
bu[jcol] += t;
itemp = -itemp;
}
}
daxpy_(&jdrop, &t, &w[jdrop * w_dim1 + 1], &c__1, &w[(*ncols + 1) *
w_dim1 + 1], &c__1);
/* Move certain columns left to achieve upper Hessenberg form. */
dcopy_(&jdrop, &w[jdrop * w_dim1 + 1], &c__1, &rw[1], &c__1);
i__3 = nsetb;
for (j = jdrop + 1; j <= i__3; ++j) {
ibasis[j - 1] = ibasis[j];
x[j - 1] = x[j];
dcopy_(&j, &w[j * w_dim1 + 1], &c__1, &w[(j - 1) * w_dim1 + 1], &c__1)
;
/* L370: */
}
ibasis[nsetb] = itemp;
w[nsetb * w_dim1 + 1] = 0.;
i__3 = mrows - jdrop;
dcopy_(&i__3, &w[nsetb * w_dim1 + 1], &c__0, &w[jdrop + 1 + nsetb *
w_dim1], &c__1);
dcopy_(&jdrop, &rw[1], &c__1, &w[nsetb * w_dim1 + 1], &c__1);
/* Transform the matrix from upper Hessenberg form to upper */
/* triangular form. */
--nsetb;
i__3 = nsetb;
for (i__ = jdrop; i__ <= i__3; ++i__) {
/* Look for small pivots and avoid mixing weighted and */
/* nonweighted rows. */
if (i__ == mval) {
t = 0.;
i__8 = nsetb;
for (j = i__; j <= i__8; ++j) {
jcol = (i__9 = ibasis[j], abs(i__9));
t1 = (d__1 = w[i__ + j * w_dim1] * scl[jcol], abs(d__1));
if (t1 > t) {
jbig = j;
t = t1;
}
/* L380: */
}
goto L400;
}
drotg_(&w[i__ + i__ * w_dim1], &w[i__ + 1 + i__ * w_dim1], &sc, &ss);
w[i__ + 1 + i__ * w_dim1] = 0.;
i__8 = *ncols - i__ + 1;
drot_(&i__8, &w[i__ + (i__ + 1) * w_dim1], mdw, &w[i__ + 1 + (i__ + 1)
* w_dim1], mdw, &sc, &ss);
/* L390: */
}
goto L430;
/* The triangularization is completed by giving up the Hessenberg */
/* form and triangularizing a rectangular matrix. */
L400:
dswap_(&mrows, &w[i__ * w_dim1 + 1], &c__1, &w[jbig * w_dim1 + 1], &c__1);
dswap_(&c__1, &ww[i__], &c__1, &ww[jbig], &c__1);
dswap_(&c__1, &x[i__], &c__1, &x[jbig], &c__1);
itemp = ibasis[i__];
ibasis[i__] = ibasis[jbig];
ibasis[jbig] = itemp;
jbig = i__;
i__3 = nsetb;
for (j = jbig; j <= i__3; ++j) {
i__8 = mrows;
for (i__ = j + 1; i__ <= i__8; ++i__) {
drotg_(&w[j + j * w_dim1], &w[i__ + j * w_dim1], &sc, &ss);
w[i__ + j * w_dim1] = 0.;
i__9 = *ncols - j + 1;
drot_(&i__9, &w[j + (j + 1) * w_dim1], mdw, &w[i__ + (j + 1) *
w_dim1], mdw, &sc, &ss);
/* L410: */
}
/* L420: */
}
/* See if the remaining coefficients are feasible. They should be */
/* because of the way MIN(ALPHA,BETA) was chosen. Any that are not */
/* feasible will be set to their bounds and appropriately translated. */
L430:
jdrop1 = 0;
jdrop2 = 0;
lgopr = 2;
goto L270;
/* Find a variable to become non-active. */
L120:
if (found) {
lgopr = 1;
goto L270;
}
/* Rescale and translate variables. */
igopr = 2;
L130:
dcopy_(&nsetb, &x[1], &c__1, &rw[1], &c__1);
dcopy_(ncols, &c_b185, &c__0, &x[1], &c__1);
i__3 = nsetb;
for (j = 1; j <= i__3; ++j) {
jcol = (i__8 = ibasis[j], abs(i__8));
x[jcol] = rw[j] * (d__1 = scl[jcol], abs(d__1));
/* L140: */
}
i__3 = *ncols;
for (j = 1; j <= i__3; ++j) {
if (ibb[j] % 2 == 0) {
x[j] = bu[j] - x[j];
}
/* L150: */
}
i__3 = *ncols;
for (j = 1; j <= i__3; ++j) {
jcol = ibasis[j];
if (jcol < 0) {
x[-jcol] = bl[-jcol] + x[-jcol];
}
/* L160: */
}
i__3 = *ncols;
for (j = 1; j <= i__3; ++j) {
if (scl[j] < 0.) {
x[j] = -x[j];
}
/* L170: */
}
i__ = max(nsetb,mval);
i__3 = mrows - i__;
/* Computing MIN */
i__8 = i__ + 1;
*rnorm = dnrm2_(&i__3, &w[min(i__8,mrows) + (*ncols + 1) * w_dim1], &c__1)
;
if (igopr == 2) {
*mode = nsetb;
}
return 0;
} /* dbolsm_ */
/* Subroutine */ int dlaed2_(integer *k, integer *n, doublereal *d,
doublereal *q, integer *ldq, integer *indxq, doublereal *rho, integer
*cutpnt, doublereal *z, doublereal *dlamda, doublereal *q2, integer *
ldq2, integer *indxc, doublereal *w, integer *indxp, integer *indx,
integer *coltyp, integer *info)
{
/* -- LAPACK routine (version 2.0) --
Univ. of Tennessee, Oak Ridge National Lab, Argonne National Lab,
Courant Institute, NAG Ltd., and Rice University
September 30, 1994
Purpose
=======
DLAED2 merges the two sets of eigenvalues 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
eigenvalues 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.
Arguments
=========
K (output) INTEGER
The number of non-deflated eigenvalues, and the order of the
related secular equation. 0 <= K <=N.
N (input) INTEGER
The dimension of the symmetric tridiagonal matrix. N >= 0.
D (input/output) DOUBLE PRECISION array, dimension (N)
On entry, D contains the eigenvalues of the two submatrices to
be combined.
On exit, D contains the trailing (N-K) updated eigenvalues
(those which were deflated) sorted into increasing order.
Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N)
On entry, Q contains the eigenvectors of two submatrices in
the two square blocks with corners at (1,1), (CUTPNT,CUTPNT)
and (CUTPNT+1, CUTPNT+1), (N,N).
On exit, Q contains the trailing (N-K) updated eigenvectors
(those which were deflated) in its last N-K columns.
LDQ (input) INTEGER
The leading dimension of the array Q. LDQ >= max(1,N).
INDXQ (input/output) INTEGER array, dimension (N)
The permutation which separately sorts the two sub-problems
in D into ascending order. Note that elements in the second
half of this permutation must first have CUTPNT added to their
values. Destroyed on exit.
RHO (input/output) DOUBLE PRECISION
On entry, the off-diagonal element associated with the rank-1
cut which originally split the two submatrices which are now
being recombined.
On exit, RHO has been modified to the value required by
DLAED3.
CUTPNT (input) INTEGER
The location of the last eigenvalue in the leading sub-matrix.
min(1,N) <= CUTPNT <= N.
Z (input) DOUBLE PRECISION array, dimension (N)
On entry, Z contains the updating vector (the last
row of the first sub-eigenvector matrix and the first row of
the second sub-eigenvector matrix).
On exit, the contents of Z have been destroyed by the updating
process.
DLAMDA (output) DOUBLE PRECISION array, dimension (N)
A copy of the first K eigenvalues which will be used by
DLAED3 to form the secular equation.
Q2 (output) DOUBLE PRECISION array, dimension (LDQ2, N)
A copy of the first K eigenvectors which will be used by
DLAED3 in a matrix multiply (DGEMM) to solve for the new
eigenvectors. Q2 is arranged into three blocks. The
first block contains non-zero elements only at and above
CUTPNT, the second contains non-zero elements only below
CUTPNT, and the third is dense.
LDQ2 (input) INTEGER
The leading dimension of the array Q2. LDQ2 >= max(1,N).
INDXC (output) INTEGER array, dimension (N)
The permutation used to arrange the columns of the deflated
Q matrix into three groups: the first group contains non-zero
elements only at and above CUTPNT, the second contains
non-zero elements only below CUTPNT, and the third is dense.
W (output) DOUBLE PRECISION array, dimension (N)
The first k values of the final deflation-altered z-vector
which will be passed to DLAED3.
INDXP (workspace) INTEGER array, dimension (N)
The permutation used to place deflated values of D at the end
of the array. INDXP(1:K) points to the nondeflated D-values
and INDXP(K+1:N) points to the deflated eigenvalues.
INDX (workspace) INTEGER array, dimension (N)
The permutation used to sort the contents of D into ascending
order.
COLTYP (workspace/output) INTEGER array, dimension (N)
During execution, a label which will indicate which of the
following types a column in the Q2 matrix is:
1 : non-zero in the upper half only;
2 : non-zero in the lower half only;
3 : dense;
4 : deflated.
On exit, COLTYP(i) is the number of columns of type i,
for i=1 to 4 only.
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
=====================================================================
Test the input parameters.
Parameter adjustments */
/* Table of constant values */
static doublereal c_b3 = -1.;
static integer c__1 = 1;
/* System generated locals */
integer q_dim1, q_offset, q2_dim1, q2_offset, i__1;
doublereal d__1, d__2, d__3, d__4;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
static integer jlam, imax, jmax;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static integer ctot[4];
static doublereal c;
static integer i, j;
static doublereal s, t;
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *), dcopy_(integer *, doublereal *, integer *, doublereal
*, integer *);
static integer k2, n1, n2;
extern doublereal dlapy2_(doublereal *, doublereal *);
static integer ct;
extern doublereal dlamch_(char *);
static integer jp;
extern integer idamax_(integer *, doublereal *, integer *);
extern /* Subroutine */ int dlamrg_(integer *, integer *, doublereal *,
integer *, integer *, integer *), dlacpy_(char *, integer *,
integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *);
static integer n1p1;
static doublereal eps, tau, tol;
static integer psm[4];
--d;
q_dim1 = *ldq;
q_offset = q_dim1 + 1;
q -= q_offset;
--indxq;
--z;
--dlamda;
q2_dim1 = *ldq2;
q2_offset = q2_dim1 + 1;
q2 -= q2_offset;
--indxc;
--w;
--indxp;
--indx;
--coltyp;
/* Function Body */
*info = 0;
if (*n < 0) {
*info = -2;
} else if (*ldq < max(1,*n)) {
*info = -5;
} else if (min(1,*n) > *cutpnt || *n < *cutpnt) {
*info = -8;
} else if (*ldq2 < max(1,*n)) {
*info = -12;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DLAED2", &i__1);
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
n1 = *cutpnt;
n2 = *n - n1;
n1p1 = n1 + 1;
if (*rho < 0.) {
dscal_(&n2, &c_b3, &z[n1p1], &c__1);
}
/* Normalize z so that norm(z) = 1. Since z is the concatenation of
two normalized vectors, norm2(z) = sqrt(2). */
t = 1. / sqrt(2.);
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
indx[j] = j;
/* L10: */
}
dscal_(n, &t, &z[1], &c__1);
/* RHO = ABS( norm(z)**2 * RHO ) */
*rho = (d__1 = *rho * 2., abs(d__1));
i__1 = *cutpnt;
for (i = 1; i <= i__1; ++i) {
coltyp[i] = 1;
/* L20: */
}
i__1 = *n;
for (i = *cutpnt + 1; i <= i__1; ++i) {
coltyp[i] = 2;
/* L30: */
}
/* Sort the eigenvalues into increasing order */
i__1 = *n;
for (i = *cutpnt + 1; i <= i__1; ++i) {
indxq[i] += *cutpnt;
/* L40: */
}
/* re-integrate the deflated parts from the last pass */
i__1 = *n;
for (i = 1; i <= i__1; ++i) {
dlamda[i] = d[indxq[i]];
w[i] = z[indxq[i]];
indxc[i] = coltyp[indxq[i]];
/* L50: */
}
dlamrg_(&n1, &n2, &dlamda[1], &c__1, &c__1, &indx[1]);
i__1 = *n;
for (i = 1; i <= i__1; ++i) {
d[i] = dlamda[indx[i]];
z[i] = w[indx[i]];
coltyp[i] = indxc[indx[i]];
/* L60: */
}
/* Calculate the allowable deflation tolerance */
imax = idamax_(n, &z[1], &c__1);
jmax = idamax_(n, &d[1], &c__1);
eps = dlamch_("Epsilon");
/* Computing MAX */
d__3 = (d__1 = d[jmax], abs(d__1)), d__4 = (d__2 = z[imax], abs(d__2));
tol = eps * 8. * max(d__3,d__4);
/* If the rank-1 modifier is small enough, no more needs to be done
except to reorganize Q so that its columns correspond with the
elements in D. */
if (*rho * (d__1 = z[imax], abs(d__1)) <= tol) {
*k = 0;
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
dcopy_(n, &q[indxq[indx[j]] * q_dim1 + 1], &c__1, &q2[j * q2_dim1
+ 1], &c__1);
/* L70: */
}
dlacpy_("A", n, n, &q2[q2_offset], ldq2, &q[q_offset], ldq);
goto L180;
}
/* If there are multiple eigenvalues then the problem deflates. Here
the number of equal eigenvalues are found. As each equal
eigenvalue is found, an elementary reflector is computed to rotate
the corresponding eigensubspace so that the corresponding
components of Z are zero in this new basis. */
*k = 0;
k2 = *n + 1;
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
if (*rho * (d__1 = z[j], abs(d__1)) <= tol) {
/* Deflate due to small z component. */
--k2;
indxp[k2] = j;
coltyp[j] = 4;
if (j == *n) {
goto L120;
}
} else {
jlam = j;
goto L90;
}
/* L80: */
}
L90:
++j;
if (j > *n) {
goto L110;
}
if (*rho * (d__1 = z[j], abs(d__1)) <= tol) {
/* Deflate due to small z component. */
--k2;
indxp[k2] = j;
coltyp[j] = 4;
} else {
/* Check if eigenvalues are close enough to allow deflation. */
s = z[jlam];
c = z[j];
/* Find sqrt(a**2+b**2) without overflow or
destructive underflow. */
tau = dlapy2_(&c, &s);
t = d[j] - d[jlam];
c /= tau;
s = -s / tau;
if ((d__1 = t * c * s, abs(d__1)) <= tol) {
/* Deflation is possible. */
z[j] = tau;
z[jlam] = 0.;
if (coltyp[j] != coltyp[jlam]) {
coltyp[j] = 3;
}
coltyp[jlam] = 4;
drot_(n, &q[indxq[indx[jlam]] * q_dim1 + 1], &c__1, &q[indxq[indx[
j]] * q_dim1 + 1], &c__1, &c, &s);
/* Computing 2nd power */
d__1 = c;
/* Computing 2nd power */
d__2 = s;
t = d[jlam] * (d__1 * d__1) + d[j] * (d__2 * d__2);
/* Computing 2nd power */
d__1 = s;
/* Computing 2nd power */
d__2 = c;
d[j] = d[jlam] * (d__1 * d__1) + d[j] * (d__2 * d__2);
d[jlam] = t;
--k2;
i = 1;
L100:
if (k2 + i <= *n) {
if (d[jlam] < d[indxp[k2 + i]]) {
indxp[k2 + i - 1] = indxp[k2 + i];
indxp[k2 + i] = jlam;
++i;
goto L100;
} else {
indxp[k2 + i - 1] = jlam;
}
} else {
indxp[k2 + i - 1] = jlam;
}
jlam = j;
} else {
++(*k);
w[*k] = z[jlam];
dlamda[*k] = d[jlam];
indxp[*k] = jlam;
jlam = j;
}
}
goto L90;
L110:
/* Record the last eigenvalue. */
++(*k);
w[*k] = z[jlam];
dlamda[*k] = d[jlam];
indxp[*k] = jlam;
L120:
/* Count up the total number of the various types of columns, then
form a permutation which positions the four column types into
four uniform groups (although one or more of these groups may be
empty). */
for (j = 1; j <= 4; ++j) {
ctot[j - 1] = 0;
/* L130: */
}
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
ct = coltyp[j];
++ctot[ct - 1];
/* L140: */
}
/* PSM(*) = Position in SubVISMatrix (of types 1 through 4) */
psm[0] = 1;
psm[1] = ctot[0] + 1;
psm[2] = psm[1] + ctot[1];
psm[3] = psm[2] + ctot[2];
/* Fill out the INDXC array so that the permutation which it induces
will place all type-1 columns first, all type-2 columns next,
then all type-3's, and finally all type-4's. */
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
jp = indxp[j];
ct = coltyp[jp];
indxc[psm[ct - 1]] = j;
++psm[ct - 1];
/* L150: */
}
/* Sort the eigenvalues and corresponding eigenvectors into DLAMDA
and Q2 respectively. The eigenvalues/vectors which were not
deflated go into the first K slots of DLAMDA and Q2 respectively,
while those which were deflated go into the last N - K slots. */
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
jp = indxp[j];
dlamda[j] = d[jp];
dcopy_(n, &q[indxq[indx[indxp[indxc[j]]]] * q_dim1 + 1], &c__1, &q2[j
* q2_dim1 + 1], &c__1);
/* L160: */
}
/* The deflated eigenvalues and their corresponding vectors go back
into the last N - K slots of D and Q respectively. */
i__1 = *n - *k;
dcopy_(&i__1, &dlamda[*k + 1], &c__1, &d[*k + 1], &c__1);
i__1 = *n - *k;
dlacpy_("A", n, &i__1, &q2[(*k + 1) * q2_dim1 + 1], ldq2, &q[(*k + 1) *
q_dim1 + 1], ldq);
/* Copy CTOT into COLTYP for referencing in DLAED3. */
for (j = 1; j <= 4; ++j) {
coltyp[j] = ctot[j - 1];
/* L170: */
}
L180:
return 0;
/* End of DLAED2 */
} /* dlaed2_ */
/* Subroutine */ int dlaexc_(logical *wantq, integer *n, doublereal *t,
integer *ldt, doublereal *q, integer *ldq, integer *j1, integer *n1,
integer *n2, doublereal *work, integer *info)
{
/* -- LAPACK auxiliary routine (version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
February 29, 1992
Purpose
=======
DLAEXC swaps adjacent diagonal blocks T11 and T22 of order 1 or 2 in
an upper quasi-triangular matrix T by an orthogonal similarity
transformation.
T must be in Schur canonical form, that is, block upper triangular
with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block
has its diagonal elemnts equal and its off-diagonal elements of
opposite sign.
Arguments
=========
WANTQ (input) LOGICAL
= .TRUE. : accumulate the transformation in the matrix Q;
= .FALSE.: do not accumulate the transformation.
N (input) INTEGER
The order of the matrix T. N >= 0.
T (input/output) DOUBLE PRECISION array, dimension (LDT,N)
On entry, the upper quasi-triangular matrix T, in Schur
canonical form.
On exit, the updated matrix T, again in Schur canonical form.
LDT (input) INTEGER
The leading dimension of the array T. LDT >= max(1,N).
Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
On entry, if WANTQ is .TRUE., the orthogonal matrix Q.
On exit, if WANTQ is .TRUE., the updated matrix Q.
If WANTQ is .FALSE., Q is not referenced.
LDQ (input) INTEGER
The leading dimension of the array Q.
LDQ >= 1; and if WANTQ is .TRUE., LDQ >= N.
J1 (input) INTEGER
The index of the first row of the first block T11.
N1 (input) INTEGER
The order of the first block T11. N1 = 0, 1 or 2.
N2 (input) INTEGER
The order of the second block T22. N2 = 0, 1 or 2.
WORK (workspace) DOUBLE PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
= 1: the transformed matrix T would be too far from Schur
form; the blocks are not swapped and T and Q are
unchanged.
=====================================================================
Parameter adjustments */
/* Table of constant values */
static integer c__1 = 1;
static integer c__4 = 4;
static logical c_false = FALSE_;
static integer c_n1 = -1;
static integer c__2 = 2;
static integer c__3 = 3;
/* System generated locals */
integer q_dim1, q_offset, t_dim1, t_offset, i__1;
doublereal d__1, d__2, d__3, d__4, d__5, d__6;
/* Local variables */
static integer ierr;
static doublereal temp;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static doublereal d__[16] /* was [4][4] */;
static integer k;
static doublereal u[3], scale, x[4] /* was [2][2] */, dnorm;
static integer j2, j3, j4;
static doublereal xnorm, u1[3], u2[3];
extern /* Subroutine */ int dlanv2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *), dlasy2_(
logical *, logical *, integer *, integer *, integer *, doublereal
*, integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, doublereal *, integer *, doublereal *, integer *);
static integer nd;
static doublereal cs, t11, t22;
extern doublereal dlamch_(char *);
static doublereal t33;
extern doublereal dlange_(char *, integer *, integer *, doublereal *,
integer *, doublereal *);
extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
integer *, doublereal *);
static doublereal sn;
extern /* Subroutine */ int dlacpy_(char *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *),
dlartg_(doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *), dlarfx_(char *, integer *, integer *, doublereal *,
doublereal *, doublereal *, integer *, doublereal *);
static doublereal thresh, smlnum, wi1, wi2, wr1, wr2, eps, tau, tau1,
tau2;
#define d___ref(a_1,a_2) d__[(a_2)*4 + a_1 - 5]
#define q_ref(a_1,a_2) q[(a_2)*q_dim1 + a_1]
#define t_ref(a_1,a_2) t[(a_2)*t_dim1 + a_1]
#define x_ref(a_1,a_2) x[(a_2)*2 + a_1 - 3]
t_dim1 = *ldt;
t_offset = 1 + t_dim1 * 1;
t -= t_offset;
q_dim1 = *ldq;
q_offset = 1 + q_dim1 * 1;
q -= q_offset;
--work;
/* Function Body */
*info = 0;
/* Quick return if possible */
if (*n == 0 || *n1 == 0 || *n2 == 0) {
return 0;
}
if (*j1 + *n1 > *n) {
return 0;
}
j2 = *j1 + 1;
j3 = *j1 + 2;
j4 = *j1 + 3;
if (*n1 == 1 && *n2 == 1) {
/* Swap two 1-by-1 blocks. */
t11 = t_ref(*j1, *j1);
t22 = t_ref(j2, j2);
/* Determine the transformation to perform the interchange. */
d__1 = t22 - t11;
dlartg_(&t_ref(*j1, j2), &d__1, &cs, &sn, &temp);
/* Apply transformation to the matrix T. */
if (j3 <= *n) {
i__1 = *n - *j1 - 1;
drot_(&i__1, &t_ref(*j1, j3), ldt, &t_ref(j2, j3), ldt, &cs, &sn);
}
i__1 = *j1 - 1;
drot_(&i__1, &t_ref(1, *j1), &c__1, &t_ref(1, j2), &c__1, &cs, &sn);
t_ref(*j1, *j1) = t22;
t_ref(j2, j2) = t11;
if (*wantq) {
/* Accumulate transformation in the matrix Q. */
drot_(n, &q_ref(1, *j1), &c__1, &q_ref(1, j2), &c__1, &cs, &sn);
}
} else {
/* Swapping involves at least one 2-by-2 block.
Copy the diagonal block of order N1+N2 to the local array D
and compute its norm. */
nd = *n1 + *n2;
dlacpy_("Full", &nd, &nd, &t_ref(*j1, *j1), ldt, d__, &c__4);
dnorm = dlange_("Max", &nd, &nd, d__, &c__4, &work[1]);
/* Compute machine-dependent threshold for test for accepting
swap. */
eps = dlamch_("P");
smlnum = dlamch_("S") / eps;
/* Computing MAX */
d__1 = eps * 10. * dnorm;
thresh = max(d__1,smlnum);
/* Solve T11*X - X*T22 = scale*T12 for X. */
dlasy2_(&c_false, &c_false, &c_n1, n1, n2, d__, &c__4, &d___ref(*n1 +
1, *n1 + 1), &c__4, &d___ref(1, *n1 + 1), &c__4, &scale, x, &
c__2, &xnorm, &ierr);
/* Swap the adjacent diagonal blocks. */
k = *n1 + *n1 + *n2 - 3;
switch (k) {
case 1: goto L10;
case 2: goto L20;
case 3: goto L30;
}
L10:
/* N1 = 1, N2 = 2: generate elementary reflector H so that:
( scale, X11, X12 ) H = ( 0, 0, * ) */
u[0] = scale;
u[1] = x_ref(1, 1);
u[2] = x_ref(1, 2);
dlarfg_(&c__3, &u[2], u, &c__1, &tau);
u[2] = 1.;
t11 = t_ref(*j1, *j1);
/* Perform swap provisionally on diagonal block in D. */
dlarfx_("L", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
dlarfx_("R", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
/* Test whether to reject swap.
Computing MAX */
d__4 = (d__1 = d___ref(3, 1), abs(d__1)), d__5 = (d__2 = d___ref(3, 2)
, abs(d__2)), d__4 = max(d__4,d__5), d__5 = (d__3 = d___ref(3,
3) - t11, abs(d__3));
if (max(d__4,d__5) > thresh) {
goto L50;
}
/* Accept swap: apply transformation to the entire matrix T. */
i__1 = *n - *j1 + 1;
dlarfx_("L", &c__3, &i__1, u, &tau, &t_ref(*j1, *j1), ldt, &work[1]);
dlarfx_("R", &j2, &c__3, u, &tau, &t_ref(1, *j1), ldt, &work[1]);
t_ref(j3, *j1) = 0.;
t_ref(j3, j2) = 0.;
t_ref(j3, j3) = t11;
if (*wantq) {
/* Accumulate transformation in the matrix Q. */
dlarfx_("R", n, &c__3, u, &tau, &q_ref(1, *j1), ldq, &work[1]);
}
goto L40;
L20:
/* N1 = 2, N2 = 1: generate elementary reflector H so that:
H ( -X11 ) = ( * )
( -X21 ) = ( 0 )
( scale ) = ( 0 ) */
u[0] = -x_ref(1, 1);
u[1] = -x_ref(2, 1);
u[2] = scale;
dlarfg_(&c__3, u, &u[1], &c__1, &tau);
u[0] = 1.;
t33 = t_ref(j3, j3);
/* Perform swap provisionally on diagonal block in D. */
dlarfx_("L", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
dlarfx_("R", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
/* Test whether to reject swap.
Computing MAX */
d__4 = (d__1 = d___ref(2, 1), abs(d__1)), d__5 = (d__2 = d___ref(3, 1)
, abs(d__2)), d__4 = max(d__4,d__5), d__5 = (d__3 = d___ref(1,
1) - t33, abs(d__3));
if (max(d__4,d__5) > thresh) {
goto L50;
}
/* Accept swap: apply transformation to the entire matrix T. */
dlarfx_("R", &j3, &c__3, u, &tau, &t_ref(1, *j1), ldt, &work[1]);
i__1 = *n - *j1;
dlarfx_("L", &c__3, &i__1, u, &tau, &t_ref(*j1, j2), ldt, &work[1]);
t_ref(*j1, *j1) = t33;
t_ref(j2, *j1) = 0.;
t_ref(j3, *j1) = 0.;
if (*wantq) {
/* Accumulate transformation in the matrix Q. */
dlarfx_("R", n, &c__3, u, &tau, &q_ref(1, *j1), ldq, &work[1]);
}
goto L40;
L30:
/* N1 = 2, N2 = 2: generate elementary reflectors H(1) and H(2) so
that:
H(2) H(1) ( -X11 -X12 ) = ( * * )
( -X21 -X22 ) ( 0 * )
( scale 0 ) ( 0 0 )
( 0 scale ) ( 0 0 ) */
u1[0] = -x_ref(1, 1);
u1[1] = -x_ref(2, 1);
u1[2] = scale;
dlarfg_(&c__3, u1, &u1[1], &c__1, &tau1);
u1[0] = 1.;
temp = -tau1 * (x_ref(1, 2) + u1[1] * x_ref(2, 2));
u2[0] = -temp * u1[1] - x_ref(2, 2);
u2[1] = -temp * u1[2];
u2[2] = scale;
dlarfg_(&c__3, u2, &u2[1], &c__1, &tau2);
u2[0] = 1.;
/* Perform swap provisionally on diagonal block in D. */
dlarfx_("L", &c__3, &c__4, u1, &tau1, d__, &c__4, &work[1])
;
dlarfx_("R", &c__4, &c__3, u1, &tau1, d__, &c__4, &work[1])
;
dlarfx_("L", &c__3, &c__4, u2, &tau2, &d___ref(2, 1), &c__4, &work[1]);
dlarfx_("R", &c__4, &c__3, u2, &tau2, &d___ref(1, 2), &c__4, &work[1]);
/* Test whether to reject swap.
Computing MAX */
d__5 = (d__1 = d___ref(3, 1), abs(d__1)), d__6 = (d__2 = d___ref(3, 2)
, abs(d__2)), d__5 = max(d__5,d__6), d__6 = (d__3 = d___ref(4,
1), abs(d__3)), d__5 = max(d__5,d__6), d__6 = (d__4 =
d___ref(4, 2), abs(d__4));
if (max(d__5,d__6) > thresh) {
goto L50;
}
/* Accept swap: apply transformation to the entire matrix T. */
i__1 = *n - *j1 + 1;
dlarfx_("L", &c__3, &i__1, u1, &tau1, &t_ref(*j1, *j1), ldt, &work[1]);
dlarfx_("R", &j4, &c__3, u1, &tau1, &t_ref(1, *j1), ldt, &work[1]);
i__1 = *n - *j1 + 1;
dlarfx_("L", &c__3, &i__1, u2, &tau2, &t_ref(j2, *j1), ldt, &work[1]);
dlarfx_("R", &j4, &c__3, u2, &tau2, &t_ref(1, j2), ldt, &work[1]);
t_ref(j3, *j1) = 0.;
t_ref(j3, j2) = 0.;
t_ref(j4, *j1) = 0.;
t_ref(j4, j2) = 0.;
if (*wantq) {
/* Accumulate transformation in the matrix Q. */
dlarfx_("R", n, &c__3, u1, &tau1, &q_ref(1, *j1), ldq, &work[1]);
dlarfx_("R", n, &c__3, u2, &tau2, &q_ref(1, j2), ldq, &work[1]);
}
L40:
if (*n2 == 2) {
/* Standardize new 2-by-2 block T11 */
dlanv2_(&t_ref(*j1, *j1), &t_ref(*j1, j2), &t_ref(j2, *j1), &
t_ref(j2, j2), &wr1, &wi1, &wr2, &wi2, &cs, &sn);
i__1 = *n - *j1 - 1;
drot_(&i__1, &t_ref(*j1, *j1 + 2), ldt, &t_ref(j2, *j1 + 2), ldt,
&cs, &sn);
i__1 = *j1 - 1;
drot_(&i__1, &t_ref(1, *j1), &c__1, &t_ref(1, j2), &c__1, &cs, &
sn);
if (*wantq) {
drot_(n, &q_ref(1, *j1), &c__1, &q_ref(1, j2), &c__1, &cs, &
sn);
}
}
if (*n1 == 2) {
/* Standardize new 2-by-2 block T22 */
j3 = *j1 + *n2;
j4 = j3 + 1;
dlanv2_(&t_ref(j3, j3), &t_ref(j3, j4), &t_ref(j4, j3), &t_ref(j4,
j4), &wr1, &wi1, &wr2, &wi2, &cs, &sn);
if (j3 + 2 <= *n) {
i__1 = *n - j3 - 1;
drot_(&i__1, &t_ref(j3, j3 + 2), ldt, &t_ref(j4, j3 + 2), ldt,
&cs, &sn);
}
i__1 = j3 - 1;
drot_(&i__1, &t_ref(1, j3), &c__1, &t_ref(1, j4), &c__1, &cs, &sn)
;
if (*wantq) {
drot_(n, &q_ref(1, j3), &c__1, &q_ref(1, j4), &c__1, &cs, &sn)
;
}
}
}
return 0;
/* Exit with INFO = 1 if swap was rejected. */
L50:
*info = 1;
return 0;
/* End of DLAEXC */
} /* dlaexc_ */
/* Subroutine */
int dlaed8_(integer *icompq, integer *k, integer *n, integer *qsiz, doublereal *d__, doublereal *q, integer *ldq, integer *indxq, doublereal *rho, integer *cutpnt, doublereal *z__, doublereal *dlamda, doublereal *q2, integer *ldq2, doublereal *w, integer *perm, integer *givptr, integer *givcol, doublereal *givnum, integer *indxp, integer *indx, integer *info)
{
/* System generated locals */
integer q_dim1, q_offset, q2_dim1, q2_offset, i__1;
doublereal d__1;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
doublereal c__;
integer i__, j;
doublereal s, t;
integer k2, n1, n2, jp, n1p1;
doublereal eps, tau, tol;
integer jlam, imax, jmax;
extern /* Subroutine */
int drot_(integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *), dscal_( integer *, doublereal *, doublereal *, integer *), dcopy_(integer *, doublereal *, integer *, doublereal *, integer *);
extern doublereal dlapy2_(doublereal *, doublereal *), dlamch_(char *);
extern integer idamax_(integer *, doublereal *, integer *);
extern /* Subroutine */
int dlamrg_(integer *, integer *, doublereal *, integer *, integer *, integer *), dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *);
/* -- LAPACK computational routine (version 3.4.2) -- */
/* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
/* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
/* September 2012 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
--d__;
q_dim1 = *ldq;
q_offset = 1 + q_dim1;
q -= q_offset;
--indxq;
--z__;
--dlamda;
q2_dim1 = *ldq2;
q2_offset = 1 + q2_dim1;
q2 -= q2_offset;
--w;
--perm;
givcol -= 3;
givnum -= 3;
--indxp;
--indx;
/* Function Body */
*info = 0;
if (*icompq < 0 || *icompq > 1)
{
*info = -1;
}
else if (*n < 0)
{
*info = -3;
}
else if (*icompq == 1 && *qsiz < *n)
{
*info = -4;
}
else if (*ldq < max(1,*n))
{
*info = -7;
}
else if (*cutpnt < min(1,*n) || *cutpnt > *n)
{
*info = -10;
}
else if (*ldq2 < max(1,*n))
{
*info = -14;
}
if (*info != 0)
{
i__1 = -(*info);
xerbla_("DLAED8", &i__1);
return 0;
}
/* Need to initialize GIVPTR to O here in case of quick exit */
/* to prevent an unspecified code behavior (usually sigfault) */
/* when IWORK array on entry to *stedc is not zeroed */
/* (or at least some IWORK entries which used in *laed7 for GIVPTR). */
*givptr = 0;
/* Quick return if possible */
if (*n == 0)
{
return 0;
}
n1 = *cutpnt;
n2 = *n - n1;
n1p1 = n1 + 1;
if (*rho < 0.)
{
dscal_(&n2, &c_b3, &z__[n1p1], &c__1);
}
/* Normalize z so that norm(z) = 1 */
t = 1. / sqrt(2.);
i__1 = *n;
for (j = 1;
j <= i__1;
++j)
{
indx[j] = j;
/* L10: */
}
dscal_(n, &t, &z__[1], &c__1);
*rho = (d__1 = *rho * 2., abs(d__1));
/* Sort the eigenvalues into increasing order */
i__1 = *n;
for (i__ = *cutpnt + 1;
i__ <= i__1;
++i__)
{
indxq[i__] += *cutpnt;
/* L20: */
}
i__1 = *n;
for (i__ = 1;
i__ <= i__1;
++i__)
{
dlamda[i__] = d__[indxq[i__]];
w[i__] = z__[indxq[i__]];
/* L30: */
}
i__ = 1;
j = *cutpnt + 1;
dlamrg_(&n1, &n2, &dlamda[1], &c__1, &c__1, &indx[1]);
i__1 = *n;
for (i__ = 1;
i__ <= i__1;
++i__)
{
d__[i__] = dlamda[indx[i__]];
z__[i__] = w[indx[i__]];
/* L40: */
}
/* Calculate the allowable deflation tolerence */
imax = idamax_(n, &z__[1], &c__1);
jmax = idamax_(n, &d__[1], &c__1);
eps = dlamch_("Epsilon");
tol = eps * 8. * (d__1 = d__[jmax], abs(d__1));
/* If the rank-1 modifier is small enough, no more needs to be done */
/* except to reorganize Q so that its columns correspond with the */
/* elements in D. */
if (*rho * (d__1 = z__[imax], abs(d__1)) <= tol)
{
*k = 0;
if (*icompq == 0)
{
i__1 = *n;
for (j = 1;
j <= i__1;
++j)
{
perm[j] = indxq[indx[j]];
/* L50: */
}
}
else
{
i__1 = *n;
for (j = 1;
j <= i__1;
++j)
{
perm[j] = indxq[indx[j]];
dcopy_(qsiz, &q[perm[j] * q_dim1 + 1], &c__1, &q2[j * q2_dim1 + 1], &c__1);
/* L60: */
}
dlacpy_("A", qsiz, n, &q2[q2_dim1 + 1], ldq2, &q[q_dim1 + 1], ldq);
}
return 0;
}
/* If there are multiple eigenvalues then the problem deflates. Here */
/* the number of equal eigenvalues are found. As each equal */
/* eigenvalue is found, an elementary reflector is computed to rotate */
/* the corresponding eigensubspace so that the corresponding */
/* components of Z are zero in this new basis. */
*k = 0;
k2 = *n + 1;
i__1 = *n;
for (j = 1;
j <= i__1;
++j)
{
if (*rho * (d__1 = z__[j], abs(d__1)) <= tol)
{
/* Deflate due to small z component. */
--k2;
indxp[k2] = j;
if (j == *n)
{
goto L110;
}
}
else
{
jlam = j;
goto L80;
}
/* L70: */
}
L80:
++j;
if (j > *n)
{
goto L100;
}
if (*rho * (d__1 = z__[j], abs(d__1)) <= tol)
{
/* Deflate due to small z component. */
--k2;
indxp[k2] = j;
}
else
{
/* Check if eigenvalues are close enough to allow deflation. */
s = z__[jlam];
c__ = z__[j];
/* Find sqrt(a**2+b**2) without overflow or */
/* destructive underflow. */
tau = dlapy2_(&c__, &s);
t = d__[j] - d__[jlam];
c__ /= tau;
s = -s / tau;
if ((d__1 = t * c__ * s, abs(d__1)) <= tol)
{
/* Deflation is possible. */
z__[j] = tau;
z__[jlam] = 0.;
/* Record the appropriate Givens rotation */
++(*givptr);
givcol[(*givptr << 1) + 1] = indxq[indx[jlam]];
givcol[(*givptr << 1) + 2] = indxq[indx[j]];
givnum[(*givptr << 1) + 1] = c__;
givnum[(*givptr << 1) + 2] = s;
if (*icompq == 1)
{
drot_(qsiz, &q[indxq[indx[jlam]] * q_dim1 + 1], &c__1, &q[ indxq[indx[j]] * q_dim1 + 1], &c__1, &c__, &s);
}
t = d__[jlam] * c__ * c__ + d__[j] * s * s;
d__[j] = d__[jlam] * s * s + d__[j] * c__ * c__;
d__[jlam] = t;
--k2;
i__ = 1;
L90:
if (k2 + i__ <= *n)
{
if (d__[jlam] < d__[indxp[k2 + i__]])
{
indxp[k2 + i__ - 1] = indxp[k2 + i__];
indxp[k2 + i__] = jlam;
++i__;
goto L90;
}
else
{
indxp[k2 + i__ - 1] = jlam;
}
}
else
{
indxp[k2 + i__ - 1] = jlam;
}
jlam = j;
}
else
{
++(*k);
w[*k] = z__[jlam];
dlamda[*k] = d__[jlam];
indxp[*k] = jlam;
jlam = j;
}
}
goto L80;
L100: /* Record the last eigenvalue. */
++(*k);
w[*k] = z__[jlam];
dlamda[*k] = d__[jlam];
indxp[*k] = jlam;
L110: /* Sort the eigenvalues and corresponding eigenvectors into DLAMDA */
/* and Q2 respectively. The eigenvalues/vectors which were not */
/* deflated go into the first K slots of DLAMDA and Q2 respectively, */
/* while those which were deflated go into the last N - K slots. */
if (*icompq == 0)
{
i__1 = *n;
for (j = 1;
j <= i__1;
++j)
{
jp = indxp[j];
dlamda[j] = d__[jp];
perm[j] = indxq[indx[jp]];
/* L120: */
}
}
else
{
i__1 = *n;
for (j = 1;
j <= i__1;
++j)
{
jp = indxp[j];
dlamda[j] = d__[jp];
perm[j] = indxq[indx[jp]];
dcopy_(qsiz, &q[perm[j] * q_dim1 + 1], &c__1, &q2[j * q2_dim1 + 1] , &c__1);
/* L130: */
}
}
/* The deflated eigenvalues and their corresponding vectors go back */
/* into the last N - K slots of D and Q respectively. */
if (*k < *n)
{
if (*icompq == 0)
{
i__1 = *n - *k;
dcopy_(&i__1, &dlamda[*k + 1], &c__1, &d__[*k + 1], &c__1);
}
else
{
i__1 = *n - *k;
dcopy_(&i__1, &dlamda[*k + 1], &c__1, &d__[*k + 1], &c__1);
i__1 = *n - *k;
dlacpy_("A", qsiz, &i__1, &q2[(*k + 1) * q2_dim1 + 1], ldq2, &q[(* k + 1) * q_dim1 + 1], ldq);
}
}
return 0;
/* End of DLAED8 */
}
/* Subroutine */ int dlalsd_(char *uplo, integer *smlsiz, integer *n, integer
*nrhs, doublereal *d__, doublereal *e, doublereal *b, integer *ldb,
doublereal *rcond, integer *rank, doublereal *work, integer *iwork,
integer *info)
{
/* System generated locals */
integer b_dim1, b_offset, i__1, i__2;
doublereal d__1;
/* Builtin functions */
double log(doublereal), d_sign(doublereal *, doublereal *);
/* Local variables */
integer c__, i__, j, k;
doublereal r__;
integer s, u, z__;
doublereal cs;
integer bx;
doublereal sn;
integer st, vt, nm1, st1;
doublereal eps;
integer iwk;
doublereal tol;
integer difl, difr;
doublereal rcnd;
integer perm, nsub;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
integer nlvl, sqre, bxst;
extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *,
integer *, doublereal *, doublereal *, integer *, doublereal *,
integer *, doublereal *, doublereal *, integer *),
dcopy_(integer *, doublereal *, integer *, doublereal *, integer
*);
integer poles, sizei, nsize, nwork, icmpq1, icmpq2;
extern doublereal dlamch_(char *);
extern /* Subroutine */ int dlasda_(integer *, integer *, integer *,
integer *, doublereal *, doublereal *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *, doublereal *,
doublereal *, integer *, integer *, integer *, integer *,
doublereal *, doublereal *, doublereal *, doublereal *, integer *,
integer *), dlalsa_(integer *, integer *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *, doublereal *,
integer *, doublereal *, integer *, doublereal *, doublereal *,
doublereal *, doublereal *, integer *, integer *, integer *,
integer *, doublereal *, doublereal *, doublereal *, doublereal *,
integer *, integer *), dlascl_(char *, integer *, integer *,
doublereal *, doublereal *, integer *, integer *, doublereal *,
integer *, integer *);
extern integer idamax_(integer *, doublereal *, integer *);
extern /* Subroutine */ int dlasdq_(char *, integer *, integer *, integer
*, integer *, integer *, doublereal *, doublereal *, doublereal *,
integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, integer *), dlacpy_(char *, integer *,
integer *, doublereal *, integer *, doublereal *, integer *), dlartg_(doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *), dlaset_(char *, integer *, integer *,
doublereal *, doublereal *, doublereal *, integer *),
xerbla_(char *, integer *);
integer givcol;
extern doublereal dlanst_(char *, integer *, doublereal *, doublereal *);
extern /* Subroutine */ int dlasrt_(char *, integer *, doublereal *,
integer *);
doublereal orgnrm;
integer givnum, givptr, smlszp;
/* -- LAPACK routine (version 3.2) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLALSD uses the singular value decomposition of A to solve the least */
/* squares problem of finding X to minimize the Euclidean norm of each */
/* column of A*X-B, where A is N-by-N upper bidiagonal, and X and B */
/* are N-by-NRHS. The solution X overwrites B. */
/* The singular values of A smaller than RCOND times the largest */
/* singular value are treated as zero in solving the least squares */
/* problem; in this case a minimum norm solution is returned. */
/* The actual singular values are returned in D in ascending order. */
/* This code makes very mild assumptions about floating point */
/* arithmetic. It will work on machines with a guard digit in */
/* add/subtract, or on those binary machines without guard digits */
/* which subtract like the Cray XMP, Cray YMP, Cray C 90, or Cray 2. */
/* It could conceivably fail on hexadecimal or decimal machines */
/* without guard digits, but we know of none. */
/* Arguments */
/* ========= */
/* UPLO (input) CHARACTER*1 */
/* = 'U': D and E define an upper bidiagonal matrix. */
/* = 'L': D and E define a lower bidiagonal matrix. */
/* SMLSIZ (input) INTEGER */
/* The maximum size of the subproblems at the bottom of the */
/* computation tree. */
/* N (input) INTEGER */
/* The dimension of the bidiagonal matrix. N >= 0. */
/* NRHS (input) INTEGER */
/* The number of columns of B. NRHS must be at least 1. */
/* D (input/output) DOUBLE PRECISION array, dimension (N) */
/* On entry D contains the main diagonal of the bidiagonal */
/* matrix. On exit, if INFO = 0, D contains its singular values. */
/* E (input/output) DOUBLE PRECISION array, dimension (N-1) */
/* Contains the super-diagonal entries of the bidiagonal matrix. */
/* On exit, E has been destroyed. */
/* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) */
/* On input, B contains the right hand sides of the least */
/* squares problem. On output, B contains the solution X. */
/* LDB (input) INTEGER */
/* The leading dimension of B in the calling subprogram. */
/* LDB must be at least max(1,N). */
/* RCOND (input) DOUBLE PRECISION */
/* The singular values of A less than or equal to RCOND times */
/* the largest singular value are treated as zero in solving */
/* the least squares problem. If RCOND is negative, */
/* machine precision is used instead. */
/* For example, if diag(S)*X=B were the least squares problem, */
/* where diag(S) is a diagonal matrix of singular values, the */
/* solution would be X(i) = B(i) / S(i) if S(i) is greater than */
/* RCOND*max(S), and X(i) = 0 if S(i) is less than or equal to */
/* RCOND*max(S). */
/* RANK (output) INTEGER */
/* The number of singular values of A greater than RCOND times */
/* the largest singular value. */
/* WORK (workspace) DOUBLE PRECISION array, dimension at least */
/* (9*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2), */
/* where NLVL = max(0, INT(log_2 (N/(SMLSIZ+1))) + 1). */
/* IWORK (workspace) INTEGER array, dimension at least */
/* (3*N*NLVL + 11*N) */
/* INFO (output) INTEGER */
/* = 0: successful exit. */
/* < 0: if INFO = -i, the i-th argument had an illegal value. */
/* > 0: The algorithm failed to compute an singular value while */
/* working on the submatrix lying in rows and columns */
/* INFO/(N+1) through MOD(INFO,N+1). */
/* Further Details */
/* =============== */
/* Based on contributions by */
/* Ming Gu and Ren-Cang Li, Computer Science Division, University of */
/* California at Berkeley, USA */
/* Osni Marques, LBNL/NERSC, USA */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
--d__;
--e;
b_dim1 = *ldb;
b_offset = 1 + b_dim1;
b -= b_offset;
--work;
--iwork;
/* Function Body */
*info = 0;
if (*n < 0) {
*info = -3;
} else if (*nrhs < 1) {
*info = -4;
} else if (*ldb < 1 || *ldb < *n) {
*info = -8;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DLALSD", &i__1);
return 0;
}
eps = dlamch_("Epsilon");
/* Set up the tolerance. */
if (*rcond <= 0. || *rcond >= 1.) {
rcnd = eps;
} else {
rcnd = *rcond;
}
*rank = 0;
/* Quick return if possible. */
if (*n == 0) {
return 0;
} else if (*n == 1) {
if (d__[1] == 0.) {
dlaset_("A", &c__1, nrhs, &c_b6, &c_b6, &b[b_offset], ldb);
} else {
*rank = 1;
dlascl_("G", &c__0, &c__0, &d__[1], &c_b11, &c__1, nrhs, &b[
b_offset], ldb, info);
d__[1] = abs(d__[1]);
}
return 0;
}
/* Rotate the matrix if it is lower bidiagonal. */
if (*(unsigned char *)uplo == 'L') {
i__1 = *n - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
dlartg_(&d__[i__], &e[i__], &cs, &sn, &r__);
d__[i__] = r__;
e[i__] = sn * d__[i__ + 1];
d__[i__ + 1] = cs * d__[i__ + 1];
if (*nrhs == 1) {
drot_(&c__1, &b[i__ + b_dim1], &c__1, &b[i__ + 1 + b_dim1], &
c__1, &cs, &sn);
} else {
work[(i__ << 1) - 1] = cs;
work[i__ * 2] = sn;
}
/* L10: */
}
if (*nrhs > 1) {
i__1 = *nrhs;
for (i__ = 1; i__ <= i__1; ++i__) {
i__2 = *n - 1;
for (j = 1; j <= i__2; ++j) {
cs = work[(j << 1) - 1];
sn = work[j * 2];
drot_(&c__1, &b[j + i__ * b_dim1], &c__1, &b[j + 1 + i__ *
b_dim1], &c__1, &cs, &sn);
/* L20: */
}
/* L30: */
}
}
}
/* Scale. */
nm1 = *n - 1;
orgnrm = dlanst_("M", n, &d__[1], &e[1]);
if (orgnrm == 0.) {
dlaset_("A", n, nrhs, &c_b6, &c_b6, &b[b_offset], ldb);
return 0;
}
dlascl_("G", &c__0, &c__0, &orgnrm, &c_b11, n, &c__1, &d__[1], n, info);
dlascl_("G", &c__0, &c__0, &orgnrm, &c_b11, &nm1, &c__1, &e[1], &nm1,
info);
/* If N is smaller than the minimum divide size SMLSIZ, then solve */
/* the problem with another solver. */
if (*n <= *smlsiz) {
nwork = *n * *n + 1;
dlaset_("A", n, n, &c_b6, &c_b11, &work[1], n);
dlasdq_("U", &c__0, n, n, &c__0, nrhs, &d__[1], &e[1], &work[1], n, &
work[1], n, &b[b_offset], ldb, &work[nwork], info);
if (*info != 0) {
return 0;
}
tol = rcnd * (d__1 = d__[idamax_(n, &d__[1], &c__1)], abs(d__1));
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
if (d__[i__] <= tol) {
dlaset_("A", &c__1, nrhs, &c_b6, &c_b6, &b[i__ + b_dim1], ldb);
} else {
dlascl_("G", &c__0, &c__0, &d__[i__], &c_b11, &c__1, nrhs, &b[
i__ + b_dim1], ldb, info);
++(*rank);
}
/* L40: */
}
dgemm_("T", "N", n, nrhs, n, &c_b11, &work[1], n, &b[b_offset], ldb, &
c_b6, &work[nwork], n);
dlacpy_("A", n, nrhs, &work[nwork], n, &b[b_offset], ldb);
/* Unscale. */
dlascl_("G", &c__0, &c__0, &c_b11, &orgnrm, n, &c__1, &d__[1], n,
info);
dlasrt_("D", n, &d__[1], info);
dlascl_("G", &c__0, &c__0, &orgnrm, &c_b11, n, nrhs, &b[b_offset],
ldb, info);
return 0;
}
/* Book-keeping and setting up some constants. */
nlvl = (integer) (log((doublereal) (*n) / (doublereal) (*smlsiz + 1)) /
log(2.)) + 1;
smlszp = *smlsiz + 1;
u = 1;
vt = *smlsiz * *n + 1;
difl = vt + smlszp * *n;
difr = difl + nlvl * *n;
z__ = difr + (nlvl * *n << 1);
c__ = z__ + nlvl * *n;
s = c__ + *n;
poles = s + *n;
givnum = poles + (nlvl << 1) * *n;
bx = givnum + (nlvl << 1) * *n;
nwork = bx + *n * *nrhs;
sizei = *n + 1;
k = sizei + *n;
givptr = k + *n;
perm = givptr + *n;
givcol = perm + nlvl * *n;
iwk = givcol + (nlvl * *n << 1);
st = 1;
sqre = 0;
icmpq1 = 1;
icmpq2 = 0;
nsub = 0;
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
if ((d__1 = d__[i__], abs(d__1)) < eps) {
d__[i__] = d_sign(&eps, &d__[i__]);
}
/* L50: */
}
i__1 = nm1;
for (i__ = 1; i__ <= i__1; ++i__) {
if ((d__1 = e[i__], abs(d__1)) < eps || i__ == nm1) {
++nsub;
iwork[nsub] = st;
/* Subproblem found. First determine its size and then */
/* apply divide and conquer on it. */
if (i__ < nm1) {
/* A subproblem with E(I) small for I < NM1. */
nsize = i__ - st + 1;
iwork[sizei + nsub - 1] = nsize;
} else if ((d__1 = e[i__], abs(d__1)) >= eps) {
/* A subproblem with E(NM1) not too small but I = NM1. */
nsize = *n - st + 1;
iwork[sizei + nsub - 1] = nsize;
} else {
/* A subproblem with E(NM1) small. This implies an */
/* 1-by-1 subproblem at D(N), which is not solved */
/* explicitly. */
nsize = i__ - st + 1;
iwork[sizei + nsub - 1] = nsize;
++nsub;
iwork[nsub] = *n;
iwork[sizei + nsub - 1] = 1;
dcopy_(nrhs, &b[*n + b_dim1], ldb, &work[bx + nm1], n);
}
st1 = st - 1;
if (nsize == 1) {
/* This is a 1-by-1 subproblem and is not solved */
/* explicitly. */
dcopy_(nrhs, &b[st + b_dim1], ldb, &work[bx + st1], n);
} else if (nsize <= *smlsiz) {
/* This is a small subproblem and is solved by DLASDQ. */
dlaset_("A", &nsize, &nsize, &c_b6, &c_b11, &work[vt + st1],
n);
dlasdq_("U", &c__0, &nsize, &nsize, &c__0, nrhs, &d__[st], &e[
st], &work[vt + st1], n, &work[nwork], n, &b[st +
b_dim1], ldb, &work[nwork], info);
if (*info != 0) {
return 0;
}
dlacpy_("A", &nsize, nrhs, &b[st + b_dim1], ldb, &work[bx +
st1], n);
} else {
/* A large problem. Solve it using divide and conquer. */
dlasda_(&icmpq1, smlsiz, &nsize, &sqre, &d__[st], &e[st], &
work[u + st1], n, &work[vt + st1], &iwork[k + st1], &
work[difl + st1], &work[difr + st1], &work[z__ + st1],
&work[poles + st1], &iwork[givptr + st1], &iwork[
givcol + st1], n, &iwork[perm + st1], &work[givnum +
st1], &work[c__ + st1], &work[s + st1], &work[nwork],
&iwork[iwk], info);
if (*info != 0) {
return 0;
}
bxst = bx + st1;
dlalsa_(&icmpq2, smlsiz, &nsize, nrhs, &b[st + b_dim1], ldb, &
work[bxst], n, &work[u + st1], n, &work[vt + st1], &
iwork[k + st1], &work[difl + st1], &work[difr + st1],
&work[z__ + st1], &work[poles + st1], &iwork[givptr +
st1], &iwork[givcol + st1], n, &iwork[perm + st1], &
work[givnum + st1], &work[c__ + st1], &work[s + st1],
&work[nwork], &iwork[iwk], info);
if (*info != 0) {
return 0;
}
}
st = i__ + 1;
}
/* L60: */
}
/* Apply the singular values and treat the tiny ones as zero. */
tol = rcnd * (d__1 = d__[idamax_(n, &d__[1], &c__1)], abs(d__1));
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* Some of the elements in D can be negative because 1-by-1 */
/* subproblems were not solved explicitly. */
if ((d__1 = d__[i__], abs(d__1)) <= tol) {
dlaset_("A", &c__1, nrhs, &c_b6, &c_b6, &work[bx + i__ - 1], n);
} else {
++(*rank);
dlascl_("G", &c__0, &c__0, &d__[i__], &c_b11, &c__1, nrhs, &work[
bx + i__ - 1], n, info);
}
d__[i__] = (d__1 = d__[i__], abs(d__1));
/* L70: */
}
/* Now apply back the right singular vectors. */
icmpq2 = 1;
i__1 = nsub;
for (i__ = 1; i__ <= i__1; ++i__) {
st = iwork[i__];
st1 = st - 1;
nsize = iwork[sizei + i__ - 1];
bxst = bx + st1;
if (nsize == 1) {
dcopy_(nrhs, &work[bxst], n, &b[st + b_dim1], ldb);
} else if (nsize <= *smlsiz) {
dgemm_("T", "N", &nsize, nrhs, &nsize, &c_b11, &work[vt + st1], n,
&work[bxst], n, &c_b6, &b[st + b_dim1], ldb);
} else {
dlalsa_(&icmpq2, smlsiz, &nsize, nrhs, &work[bxst], n, &b[st +
b_dim1], ldb, &work[u + st1], n, &work[vt + st1], &iwork[
k + st1], &work[difl + st1], &work[difr + st1], &work[z__
+ st1], &work[poles + st1], &iwork[givptr + st1], &iwork[
givcol + st1], n, &iwork[perm + st1], &work[givnum + st1],
&work[c__ + st1], &work[s + st1], &work[nwork], &iwork[
iwk], info);
if (*info != 0) {
return 0;
}
}
/* L80: */
}
/* Unscale and sort the singular values. */
dlascl_("G", &c__0, &c__0, &c_b11, &orgnrm, n, &c__1, &d__[1], n, info);
dlasrt_("D", n, &d__[1], info);
dlascl_("G", &c__0, &c__0, &orgnrm, &c_b11, n, nrhs, &b[b_offset], ldb,
info);
return 0;
/* End of DLALSD */
} /* dlalsd_ */
GURLS_EXPORT void rot(int *N, double *X, int *incX, double *Y, int *incY, double *c, double *s)
{
drot_(N, X, incX, Y, incY, c, s);
}
/* Subroutine */ int dlaed2_(integer *k, integer *n, integer *n1, doublereal *
d__, doublereal *q, integer *ldq, integer *indxq, doublereal *rho,
doublereal *z__, doublereal *dlamda, doublereal *w, doublereal *q2,
integer *indx, integer *indxc, integer *indxp, integer *coltyp,
integer *info)
{
/* System generated locals */
integer q_dim1, q_offset, i__1, i__2;
doublereal d__1, d__2, d__3, d__4;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
doublereal c__;
integer i__, j;
doublereal s, t;
integer k2, n2, ct, nj, pj, js, iq1, iq2, n1p1;
doublereal eps, tau, tol;
integer psm[4], imax, jmax;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
integer ctot[4];
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *), dcopy_(integer *, doublereal *, integer *, doublereal
*, integer *);
extern doublereal dlapy2_(doublereal *, doublereal *), dlamch_(char *);
extern integer idamax_(integer *, doublereal *, integer *);
extern /* Subroutine */ int dlamrg_(integer *, integer *, doublereal *,
integer *, integer *, integer *), dlacpy_(char *, integer *,
integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *);
/* -- LAPACK routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLAED2 merges the two sets of eigenvalues 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 */
/* eigenvalues 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. */
/* Arguments */
/* ========= */
/* K (output) INTEGER */
/* The number of non-deflated eigenvalues, and the order of the */
/* related secular equation. 0 <= K <=N. */
/* N (input) INTEGER */
/* The dimension of the symmetric tridiagonal matrix. N >= 0. */
/* N1 (input) INTEGER */
/* The location of the last eigenvalue in the leading sub-matrix. */
/* min(1,N) <= N1 <= N/2. */
/* D (input/output) DOUBLE PRECISION array, dimension (N) */
/* On entry, D contains the eigenvalues of the two submatrices to */
/* be combined. */
/* On exit, D contains the trailing (N-K) updated eigenvalues */
/* (those which were deflated) sorted into increasing order. */
/* Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N) */
/* On entry, Q contains the eigenvectors of two submatrices in */
/* the two square blocks with corners at (1,1), (N1,N1) */
/* and (N1+1, N1+1), (N,N). */
/* On exit, Q contains the trailing (N-K) updated eigenvectors */
/* (those which were deflated) in its last N-K columns. */
/* LDQ (input) INTEGER */
/* The leading dimension of the array Q. LDQ >= max(1,N). */
/* INDXQ (input/output) INTEGER array, dimension (N) */
/* The permutation which separately sorts the two sub-problems */
/* in D into ascending order. Note that elements in the second */
/* half of this permutation must first have N1 added to their */
/* values. Destroyed on exit. */
/* RHO (input/output) DOUBLE PRECISION */
/* On entry, the off-diagonal element associated with the rank-1 */
/* cut which originally split the two submatrices which are now */
/* being recombined. */
/* On exit, RHO has been modified to the value required by */
/* DLAED3. */
/* Z (input) DOUBLE PRECISION array, dimension (N) */
/* On entry, Z contains the updating vector (the last */
/* row of the first sub-eigenvector matrix and the first row of */
/* the second sub-eigenvector matrix). */
/* On exit, the contents of Z have been destroyed by the updating */
/* process. */
/* DLAMDA (output) DOUBLE PRECISION array, dimension (N) */
/* A copy of the first K eigenvalues which will be used by */
/* DLAED3 to form the secular equation. */
/* W (output) DOUBLE PRECISION array, dimension (N) */
/* The first k values of the final deflation-altered z-vector */
/* which will be passed to DLAED3. */
/* Q2 (output) DOUBLE PRECISION array, dimension (N1**2+(N-N1)**2) */
/* A copy of the first K eigenvectors which will be used by */
/* DLAED3 in a matrix multiply (DGEMM) to solve for the new */
/* eigenvectors. */
/* INDX (workspace) INTEGER array, dimension (N) */
/* The permutation used to sort the contents of DLAMDA into */
/* ascending order. */
/* INDXC (output) INTEGER array, dimension (N) */
/* The permutation used to arrange the columns of the deflated */
/* Q matrix into three groups: the first group contains non-zero */
/* elements only at and above N1, the second contains */
/* non-zero elements only below N1, and the third is dense. */
/* INDXP (workspace) INTEGER array, dimension (N) */
/* The permutation used to place deflated values of D at the end */
/* of the array. INDXP(1:K) points to the nondeflated D-values */
/* and INDXP(K+1:N) points to the deflated eigenvalues. */
/* COLTYP (workspace/output) INTEGER array, dimension (N) */
/* During execution, a label which will indicate which of the */
/* following types a column in the Q2 matrix is: */
/* 1 : non-zero in the upper half only; */
/* 2 : dense; */
/* 3 : non-zero in the lower half only; */
/* 4 : deflated. */
/* On exit, COLTYP(i) is the number of columns of type i, */
/* for i=1 to 4 only. */
/* INFO (output) INTEGER */
/* = 0: successful exit. */
/* < 0: if INFO = -i, the i-th argument had an illegal value. */
/* Further Details */
/* =============== */
/* Based on contributions by */
/* Jeff Rutter, Computer Science Division, University of California */
/* at Berkeley, USA */
/* Modified by Francoise Tisseur, University of Tennessee. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
--d__;
q_dim1 = *ldq;
q_offset = 1 + q_dim1;
q -= q_offset;
--indxq;
--z__;
--dlamda;
--w;
--q2;
--indx;
--indxc;
--indxp;
--coltyp;
/* Function Body */
*info = 0;
if (*n < 0) {
*info = -2;
} else if (*ldq < max(1,*n)) {
*info = -6;
} else /* if(complicated condition) */ {
/* Computing MIN */
i__1 = 1, i__2 = *n / 2;
if (min(i__1,i__2) > *n1 || *n / 2 < *n1) {
*info = -3;
}
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DLAED2", &i__1);
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
n2 = *n - *n1;
n1p1 = *n1 + 1;
if (*rho < 0.) {
dscal_(&n2, &c_b3, &z__[n1p1], &c__1);
}
/* Normalize z so that norm(z) = 1. Since z is the concatenation of */
/* two normalized vectors, norm2(z) = sqrt(2). */
t = 1. / sqrt(2.);
dscal_(n, &t, &z__[1], &c__1);
/* RHO = ABS( norm(z)**2 * RHO ) */
*rho = (d__1 = *rho * 2., abs(d__1));
/* Sort the eigenvalues into increasing order */
i__1 = *n;
for (i__ = n1p1; i__ <= i__1; ++i__) {
indxq[i__] += *n1;
/* L10: */
}
/* re-integrate the deflated parts from the last pass */
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
dlamda[i__] = d__[indxq[i__]];
/* L20: */
}
dlamrg_(n1, &n2, &dlamda[1], &c__1, &c__1, &indxc[1]);
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
indx[i__] = indxq[indxc[i__]];
/* L30: */
}
/* Calculate the allowable deflation tolerance */
imax = idamax_(n, &z__[1], &c__1);
jmax = idamax_(n, &d__[1], &c__1);
eps = dlamch_("Epsilon");
/* Computing MAX */
d__3 = (d__1 = d__[jmax], abs(d__1)), d__4 = (d__2 = z__[imax], abs(d__2))
;
tol = eps * 8. * max(d__3,d__4);
/* If the rank-1 modifier is small enough, no more needs to be done */
/* except to reorganize Q so that its columns correspond with the */
/* elements in D. */
if (*rho * (d__1 = z__[imax], abs(d__1)) <= tol) {
*k = 0;
iq2 = 1;
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__ = indx[j];
dcopy_(n, &q[i__ * q_dim1 + 1], &c__1, &q2[iq2], &c__1);
dlamda[j] = d__[i__];
iq2 += *n;
/* L40: */
}
dlacpy_("A", n, n, &q2[1], n, &q[q_offset], ldq);
dcopy_(n, &dlamda[1], &c__1, &d__[1], &c__1);
goto L190;
}
/* If there are multiple eigenvalues then the problem deflates. Here */
/* the number of equal eigenvalues are found. As each equal */
/* eigenvalue is found, an elementary reflector is computed to rotate */
/* the corresponding eigensubspace so that the corresponding */
/* components of Z are zero in this new basis. */
i__1 = *n1;
for (i__ = 1; i__ <= i__1; ++i__) {
coltyp[i__] = 1;
/* L50: */
}
i__1 = *n;
for (i__ = n1p1; i__ <= i__1; ++i__) {
coltyp[i__] = 3;
/* L60: */
}
*k = 0;
k2 = *n + 1;
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
nj = indx[j];
if (*rho * (d__1 = z__[nj], abs(d__1)) <= tol) {
/* Deflate due to small z component. */
--k2;
coltyp[nj] = 4;
indxp[k2] = nj;
if (j == *n) {
goto L100;
}
} else {
pj = nj;
goto L80;
}
/* L70: */
}
L80:
++j;
nj = indx[j];
if (j > *n) {
goto L100;
}
if (*rho * (d__1 = z__[nj], abs(d__1)) <= tol) {
/* Deflate due to small z component. */
--k2;
coltyp[nj] = 4;
indxp[k2] = nj;
} else {
/* Check if eigenvalues are close enough to allow deflation. */
s = z__[pj];
c__ = z__[nj];
/* Find sqrt(a**2+b**2) without overflow or */
/* destructive underflow. */
tau = dlapy2_(&c__, &s);
t = d__[nj] - d__[pj];
c__ /= tau;
s = -s / tau;
if ((d__1 = t * c__ * s, abs(d__1)) <= tol) {
/* Deflation is possible. */
z__[nj] = tau;
z__[pj] = 0.;
if (coltyp[nj] != coltyp[pj]) {
coltyp[nj] = 2;
}
coltyp[pj] = 4;
drot_(n, &q[pj * q_dim1 + 1], &c__1, &q[nj * q_dim1 + 1], &c__1, &
c__, &s);
/* Computing 2nd power */
d__1 = c__;
/* Computing 2nd power */
d__2 = s;
t = d__[pj] * (d__1 * d__1) + d__[nj] * (d__2 * d__2);
/* Computing 2nd power */
d__1 = s;
/* Computing 2nd power */
d__2 = c__;
d__[nj] = d__[pj] * (d__1 * d__1) + d__[nj] * (d__2 * d__2);
d__[pj] = t;
--k2;
i__ = 1;
L90:
if (k2 + i__ <= *n) {
if (d__[pj] < d__[indxp[k2 + i__]]) {
indxp[k2 + i__ - 1] = indxp[k2 + i__];
indxp[k2 + i__] = pj;
++i__;
goto L90;
} else {
indxp[k2 + i__ - 1] = pj;
}
} else {
indxp[k2 + i__ - 1] = pj;
}
pj = nj;
} else {
++(*k);
dlamda[*k] = d__[pj];
w[*k] = z__[pj];
indxp[*k] = pj;
pj = nj;
}
}
goto L80;
L100:
/* Record the last eigenvalue. */
++(*k);
dlamda[*k] = d__[pj];
w[*k] = z__[pj];
indxp[*k] = pj;
/* Count up the total number of the various types of columns, then */
/* form a permutation which positions the four column types into */
/* four uniform groups (although one or more of these groups may be */
/* empty). */
for (j = 1; j <= 4; ++j) {
ctot[j - 1] = 0;
/* L110: */
}
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
ct = coltyp[j];
++ctot[ct - 1];
/* L120: */
}
/* PSM(*) = Position in SubMatrix (of types 1 through 4) */
psm[0] = 1;
psm[1] = ctot[0] + 1;
psm[2] = psm[1] + ctot[1];
psm[3] = psm[2] + ctot[2];
*k = *n - ctot[3];
/* Fill out the INDXC array so that the permutation which it induces */
/* will place all type-1 columns first, all type-2 columns next, */
/* then all type-3's, and finally all type-4's. */
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
js = indxp[j];
ct = coltyp[js];
indx[psm[ct - 1]] = js;
indxc[psm[ct - 1]] = j;
++psm[ct - 1];
/* L130: */
}
/* Sort the eigenvalues and corresponding eigenvectors into DLAMDA */
/* and Q2 respectively. The eigenvalues/vectors which were not */
/* deflated go into the first K slots of DLAMDA and Q2 respectively, */
/* while those which were deflated go into the last N - K slots. */
i__ = 1;
iq1 = 1;
iq2 = (ctot[0] + ctot[1]) * *n1 + 1;
i__1 = ctot[0];
for (j = 1; j <= i__1; ++j) {
js = indx[i__];
dcopy_(n1, &q[js * q_dim1 + 1], &c__1, &q2[iq1], &c__1);
z__[i__] = d__[js];
++i__;
iq1 += *n1;
/* L140: */
}
i__1 = ctot[1];
for (j = 1; j <= i__1; ++j) {
js = indx[i__];
dcopy_(n1, &q[js * q_dim1 + 1], &c__1, &q2[iq1], &c__1);
dcopy_(&n2, &q[*n1 + 1 + js * q_dim1], &c__1, &q2[iq2], &c__1);
z__[i__] = d__[js];
++i__;
iq1 += *n1;
iq2 += n2;
/* L150: */
}
i__1 = ctot[2];
for (j = 1; j <= i__1; ++j) {
js = indx[i__];
dcopy_(&n2, &q[*n1 + 1 + js * q_dim1], &c__1, &q2[iq2], &c__1);
z__[i__] = d__[js];
++i__;
iq2 += n2;
/* L160: */
}
iq1 = iq2;
i__1 = ctot[3];
for (j = 1; j <= i__1; ++j) {
js = indx[i__];
dcopy_(n, &q[js * q_dim1 + 1], &c__1, &q2[iq2], &c__1);
iq2 += *n;
z__[i__] = d__[js];
++i__;
/* L170: */
}
/* The deflated eigenvalues and their corresponding vectors go back */
/* into the last N - K slots of D and Q respectively. */
dlacpy_("A", n, &ctot[3], &q2[iq1], n, &q[(*k + 1) * q_dim1 + 1], ldq);
i__1 = *n - *k;
dcopy_(&i__1, &z__[*k + 1], &c__1, &d__[*k + 1], &c__1);
/* Copy CTOT into COLTYP for referencing in DLAED3. */
for (j = 1; j <= 4; ++j) {
coltyp[j] = ctot[j - 1];
/* L180: */
}
L190:
return 0;
/* End of DLAED2 */
} /* dlaed2_ */
/* Subroutine */ int dlaeda_(integer *n, integer *tlvls, integer *curlvl,
integer *curpbm, integer *prmptr, integer *perm, integer *givptr,
integer *givcol, doublereal *givnum, doublereal *q, integer *qptr,
doublereal *z__, doublereal *ztemp, integer *info)
{
/* System generated locals */
integer i__1, i__2, i__3;
/* Builtin functions */
integer pow_ii(integer *, integer *);
double sqrt(doublereal);
/* Local variables */
integer i__, k, mid, ptr;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
integer curr, bsiz1, bsiz2, psiz1, psiz2, zptr1;
extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
doublereal *, doublereal *, integer *, doublereal *, integer *,
doublereal *, doublereal *, integer *), dcopy_(integer *,
doublereal *, integer *, doublereal *, integer *), xerbla_(char *,
integer *);
/* -- LAPACK routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLAEDA computes the Z vector corresponding to the merge step in the */
/* CURLVLth step of the merge process with TLVLS steps for the CURPBMth */
/* problem. */
/* Arguments */
/* ========= */
/* N (input) INTEGER */
/* The dimension of the symmetric tridiagonal matrix. N >= 0. */
/* TLVLS (input) INTEGER */
/* The total number of merging levels in the overall divide and */
/* conquer tree. */
/* CURLVL (input) INTEGER */
/* The current level in the overall merge routine, */
/* 0 <= curlvl <= tlvls. */
/* CURPBM (input) INTEGER */
/* The current problem in the current level in the overall */
/* merge routine (counting from upper left to lower right). */
/* PRMPTR (input) INTEGER array, dimension (N lg N) */
/* Contains a list of pointers which indicate where in PERM a */
/* level's permutation is stored. PRMPTR(i+1) - PRMPTR(i) */
/* indicates the size of the permutation and incidentally the */
/* size of the full, non-deflated problem. */
/* PERM (input) INTEGER array, dimension (N lg N) */
/* Contains the permutations (from deflation and sorting) to be */
/* applied to each eigenblock. */
/* GIVPTR (input) INTEGER array, dimension (N lg N) */
/* Contains a list of pointers which indicate where in GIVCOL a */
/* level's Givens rotations are stored. GIVPTR(i+1) - GIVPTR(i) */
/* indicates the number of Givens rotations. */
/* GIVCOL (input) INTEGER array, dimension (2, N lg N) */
/* Each pair of numbers indicates a pair of columns to take place */
/* in a Givens rotation. */
/* GIVNUM (input) DOUBLE PRECISION array, dimension (2, N lg N) */
/* Each number indicates the S value to be used in the */
/* corresponding Givens rotation. */
/* Q (input) DOUBLE PRECISION array, dimension (N**2) */
/* Contains the square eigenblocks from previous levels, the */
/* starting positions for blocks are given by QPTR. */
/* QPTR (input) INTEGER array, dimension (N+2) */
/* Contains a list of pointers which indicate where in Q an */
/* eigenblock is stored. SQRT( QPTR(i+1) - QPTR(i) ) indicates */
/* the size of the block. */
/* Z (output) DOUBLE PRECISION array, dimension (N) */
/* On output this vector contains the updating vector (the last */
/* row of the first sub-eigenvector matrix and the first row of */
/* the second sub-eigenvector matrix). */
/* ZTEMP (workspace) DOUBLE PRECISION array, dimension (N) */
/* INFO (output) INTEGER */
/* = 0: successful exit. */
/* < 0: if INFO = -i, the i-th argument had an illegal value. */
/* Further Details */
/* =============== */
/* Based on contributions by */
/* Jeff Rutter, Computer Science Division, University of California */
/* at Berkeley, USA */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
--ztemp;
--z__;
--qptr;
--q;
givnum -= 3;
givcol -= 3;
--givptr;
--perm;
--prmptr;
/* Function Body */
*info = 0;
if (*n < 0) {
*info = -1;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DLAEDA", &i__1);
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
/* Determine location of first number in second half. */
mid = *n / 2 + 1;
/* Gather last/first rows of appropriate eigenblocks into center of Z */
ptr = 1;
/* Determine location of lowest level subproblem in the full storage */
/* scheme */
i__1 = *curlvl - 1;
curr = ptr + *curpbm * pow_ii(&c__2, curlvl) + pow_ii(&c__2, &i__1) - 1;
/* Determine size of these matrices. We add HALF to the value of */
/* the SQRT in case the machine underestimates one of these square */
/* roots. */
bsiz1 = (integer) (sqrt((doublereal) (qptr[curr + 1] - qptr[curr])) + .5);
bsiz2 = (integer) (sqrt((doublereal) (qptr[curr + 2] - qptr[curr + 1])) +
.5);
i__1 = mid - bsiz1 - 1;
for (k = 1; k <= i__1; ++k) {
z__[k] = 0.;
/* L10: */
}
dcopy_(&bsiz1, &q[qptr[curr] + bsiz1 - 1], &bsiz1, &z__[mid - bsiz1], &
c__1);
dcopy_(&bsiz2, &q[qptr[curr + 1]], &bsiz2, &z__[mid], &c__1);
i__1 = *n;
for (k = mid + bsiz2; k <= i__1; ++k) {
z__[k] = 0.;
/* L20: */
}
/* Loop thru remaining levels 1 -> CURLVL applying the Givens */
/* rotations and permutation and then multiplying the center matrices */
/* against the current Z. */
ptr = pow_ii(&c__2, tlvls) + 1;
i__1 = *curlvl - 1;
for (k = 1; k <= i__1; ++k) {
i__2 = *curlvl - k;
i__3 = *curlvl - k - 1;
curr = ptr + *curpbm * pow_ii(&c__2, &i__2) + pow_ii(&c__2, &i__3) -
1;
psiz1 = prmptr[curr + 1] - prmptr[curr];
psiz2 = prmptr[curr + 2] - prmptr[curr + 1];
zptr1 = mid - psiz1;
/* Apply Givens at CURR and CURR+1 */
i__2 = givptr[curr + 1] - 1;
for (i__ = givptr[curr]; i__ <= i__2; ++i__) {
drot_(&c__1, &z__[zptr1 + givcol[(i__ << 1) + 1] - 1], &c__1, &
z__[zptr1 + givcol[(i__ << 1) + 2] - 1], &c__1, &givnum[(
i__ << 1) + 1], &givnum[(i__ << 1) + 2]);
/* L30: */
}
i__2 = givptr[curr + 2] - 1;
for (i__ = givptr[curr + 1]; i__ <= i__2; ++i__) {
drot_(&c__1, &z__[mid - 1 + givcol[(i__ << 1) + 1]], &c__1, &z__[
mid - 1 + givcol[(i__ << 1) + 2]], &c__1, &givnum[(i__ <<
1) + 1], &givnum[(i__ << 1) + 2]);
/* L40: */
}
psiz1 = prmptr[curr + 1] - prmptr[curr];
psiz2 = prmptr[curr + 2] - prmptr[curr + 1];
i__2 = psiz1 - 1;
for (i__ = 0; i__ <= i__2; ++i__) {
ztemp[i__ + 1] = z__[zptr1 + perm[prmptr[curr] + i__] - 1];
/* L50: */
}
i__2 = psiz2 - 1;
for (i__ = 0; i__ <= i__2; ++i__) {
ztemp[psiz1 + i__ + 1] = z__[mid + perm[prmptr[curr + 1] + i__] -
1];
/* L60: */
}
/* Multiply Blocks at CURR and CURR+1 */
/* Determine size of these matrices. We add HALF to the value of */
/* the SQRT in case the machine underestimates one of these */
/* square roots. */
bsiz1 = (integer) (sqrt((doublereal) (qptr[curr + 1] - qptr[curr])) +
.5);
bsiz2 = (integer) (sqrt((doublereal) (qptr[curr + 2] - qptr[curr + 1])
) + .5);
if (bsiz1 > 0) {
dgemv_("T", &bsiz1, &bsiz1, &c_b24, &q[qptr[curr]], &bsiz1, &
ztemp[1], &c__1, &c_b26, &z__[zptr1], &c__1);
}
i__2 = psiz1 - bsiz1;
dcopy_(&i__2, &ztemp[bsiz1 + 1], &c__1, &z__[zptr1 + bsiz1], &c__1);
if (bsiz2 > 0) {
dgemv_("T", &bsiz2, &bsiz2, &c_b24, &q[qptr[curr + 1]], &bsiz2, &
ztemp[psiz1 + 1], &c__1, &c_b26, &z__[mid], &c__1);
}
i__2 = psiz2 - bsiz2;
dcopy_(&i__2, &ztemp[psiz1 + bsiz2 + 1], &c__1, &z__[mid + bsiz2], &
c__1);
i__2 = *tlvls - k;
ptr += pow_ii(&c__2, &i__2);
/* L70: */
}
return 0;
/* End of DLAEDA */
} /* dlaeda_ */
