*> \brief \b SBDSVDX * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download SBDSVDX + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE SBDSVDX( UPLO, JOBZ, RANGE, N, D, E, VL, VU, IL, IU, * $ NS, S, Z, LDZ, WORK, IWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBZ, RANGE, UPLO * INTEGER IL, INFO, IU, LDZ, N, NS * REAL VL, VU * .. * .. Array Arguments .. * INTEGER IWORK( * ) * REAL D( * ), E( * ), S( * ), WORK( * ), * Z( LDZ, * ) * .. * *> \par Purpose: * ============= *> *> \verbatim *> *> SBDSVDX computes the singular value decomposition (SVD) of a real *> N-by-N (upper or lower) bidiagonal matrix B, B = U * S * VT, *> where S is a diagonal matrix with non-negative diagonal elements *> (the singular values of B), and U and VT are orthogonal matrices *> of left and right singular vectors, respectively. *> *> Given an upper bidiagonal B with diagonal D = [ d_1 d_2 ... d_N ] *> and superdiagonal E = [ e_1 e_2 ... e_N-1 ], SBDSVDX computes the *> singular value decompositon of B through the eigenvalues and *> eigenvectors of the N*2-by-N*2 tridiagonal matrix *> *> | 0 d_1 | *> | d_1 0 e_1 | *> TGK = | e_1 0 d_2 | *> | d_2 . . | *> | . . . | *> *> If (s,u,v) is a singular triplet of B with ||u|| = ||v|| = 1, then *> (+/-s,q), ||q|| = 1, are eigenpairs of TGK, with q = P * ( u' +/-v' ) / *> sqrt(2) = ( v_1 u_1 v_2 u_2 ... v_n u_n ) / sqrt(2), and *> P = [ e_{n+1} e_{1} e_{n+2} e_{2} ... ]. *> *> Given a TGK matrix, one can either a) compute -s,-v and change signs *> so that the singular values (and corresponding vectors) are already in *> descending order (as in SGESVD/SGESDD) or b) compute s,v and reorder *> the values (and corresponding vectors). SBDSVDX implements a) by *> calling SSTEVX (bisection plus inverse iteration, to be replaced *> with a version of the Multiple Relative Robust Representation *> algorithm. (See P. Willems and B. Lang, A framework for the MR^3 *> algorithm: theory and implementation, SIAM J. Sci. Comput., *> 35:740-766, 2013.) *> \endverbatim * * Arguments: * ========== * *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> = 'U': B is upper bidiagonal; *> = 'L': B is lower bidiagonal. *> \endverbatim *> *> \param[in] JOBXZ *> \verbatim *> JOBZ is CHARACTER*1 *> = 'N': Compute singular values only; *> = 'V': Compute singular values and singular vectors. *> \endverbatim *> *> \param[in] RANGE *> \verbatim *> RANGE is CHARACTER*1 *> = 'A': all singular values will be found. *> = 'V': all singular values in the half-open interval [VL,VU) *> will be found. *> = 'I': the IL-th through IU-th singular values will be found. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the bidiagonal matrix. N >= 0. *> \endverbatim *> *> \param[in] D *> \verbatim *> D is REAL array, dimension (N) *> The n diagonal elements of the bidiagonal matrix B. *> \endverbatim *> *> \param[in] E *> \verbatim *> E is REAL array, dimension (max(1,N-1)) *> The (n-1) superdiagonal elements of the bidiagonal matrix *> B in elements 1 to N-1. *> \endverbatim *> *> \param[in] VL *> \verbatim *> VL is REAL *> VL >=0. *> \endverbatim *> *> \param[in] VU *> \verbatim *> VU is REAL *> If RANGE='V', the lower and upper bounds of the interval to *> be searched for singular values. VU > VL. *> Not referenced if RANGE = 'A' or 'I'. *> \endverbatim *> *> \param[in] IL *> \verbatim *> IL is INTEGER *> \endverbatim *> *> \param[in] IU *> \verbatim *> IU is INTEGER *> If RANGE='I', the indices (in ascending order) of the *> smallest and largest singular values to be returned. *> 1 <= IL <= IU <= min(M,N), if min(M,N) > 0. *> Not referenced if RANGE = 'A' or 'V'. *> \endverbatim *> *> \param[out] NS *> \verbatim *> NS is INTEGER *> The total number of singular values found. 0 <= NS <= N. *> If RANGE = 'A', NS = N, and if RANGE = 'I', NS = IU-IL+1. *> \endverbatim *> *> \param[out] S *> \verbatim *> S is REAL array, dimension (N) *> The first NS elements contain the selected singular values in *> ascending order. *> \endverbatim *> *> \param[out] Z *> \verbatim *> Z is REAL array, dimension (2*N,K) ) *> If JOBZ = 'V', then if INFO = 0 the first NS columns of Z *> contain the singular vectors of the matrix B corresponding to *> the selected singular values, with U in rows 1 to N and V *> in rows N+1 to N*2, i.e. *> Z = [ U ] *> [ V ] *> If JOBZ = 'N', then Z is not referenced. *> Note: The user must ensure that at least K = NS+1 columns are *> supplied in the array Z; if RANGE = 'V', the exact value of *> NS is not known in advance and an upper bound must be used. *> \endverbatim *> *> \param[in] LDZ *> \verbatim *> LDZ is INTEGER *> The leading dimension of the array Z. LDZ >= 1, and if *> JOBZ = 'V', LDZ >= max(2,N*2). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is REAL array, dimension (14*N) *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (12*N) *> If JOBZ = 'V', then if INFO = 0, the first NS elements of *> IWORK are zero. If INFO > 0, then IWORK contains the indices *> of the eigenvectors that failed to converge in DSTEVX. *> *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> > 0: if INFO = i, then i eigenvectors failed to converge *> in SSTEVX. The indices of the eigenvectors *> (as returned by SSTEVX) are stored in the *> array IWORK. *> if INFO = N*2 + 1, an internal error occurred. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date November 2011 * *> \ingroup realOTHEReigen * * ===================================================================== SUBROUTINE SBDSVDX( UPLO, JOBZ, RANGE, N, D, E, VL, VU, IL, IU, $ NS, S, Z, LDZ, WORK, IWORK, INFO) * * -- LAPACK driver routine (version 3.6.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2016 * * .. Scalar Arguments .. CHARACTER JOBZ, RANGE, UPLO INTEGER IL, INFO, IU, LDZ, N, NS REAL VL, VU * .. * .. Array Arguments .. INTEGER IWORK( * ) REAL D( * ), E( * ), S( * ), WORK( * ), $ Z( LDZ, * ) * .. * * ===================================================================== * * .. Parameters .. REAL ZERO, ONE, TEN, HNDRD, MEIGTH PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TEN = 10.0E0, $ HNDRD = 100.0E0, MEIGTH = -0.1250E0 ) REAL FUDGE PARAMETER ( FUDGE = 2.0E0 ) * .. * .. Local Scalars .. CHARACTER RNGVX LOGICAL ALLSV, INDSV, LOWER, SPLIT, SVEQ0, VALSV, WANTZ INTEGER I, ICOLZ, IDBEG, IDEND, IDTGK, IDPTR, IEPTR, $ IETGK, IIFAIL, IIWORK, ILTGK, IROWU, IROWV, $ IROWZ, ISBEG, ISPLT, ITEMP, IUTGK, J, K, $ NTGK, NRU, NRV, NSL REAL ABSTOL, EPS, EMIN, MU, NRMU, NRMV, ORTOL, SMAX, $ SMIN, SQRT2, THRESH, TOL, ULP, $ VLTGK, VUTGK, ZJTJI * .. * .. External Functions .. LOGICAL LSAME INTEGER ISAMAX REAL SDOT, SLAMCH, SNRM2 EXTERNAL ISAMAX, LSAME, SAXPY, SDOT, SLAMCH, SNRM2 * .. * .. External Subroutines .. EXTERNAL SCOPY, SLASET, SSCAL, SSWAP * .. * .. Intrinsic Functions .. INTRINSIC ABS, REAL, SIGN, SQRT * .. * .. Executable Statements .. * * Test the input parameters. * ALLSV = LSAME( RANGE, 'A' ) VALSV = LSAME( RANGE, 'V' ) INDSV = LSAME( RANGE, 'I' ) WANTZ = LSAME( JOBZ, 'V' ) LOWER = LSAME( UPLO, 'L' ) * INFO = 0 IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LOWER ) THEN INFO = -1 ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN INFO = -2 ELSE IF( .NOT.( ALLSV .OR. VALSV .OR. INDSV ) ) THEN INFO = -3 ELSE IF( N.LT.0 ) THEN INFO = -4 ELSE IF( N.GT.0 ) THEN IF( VALSV ) THEN IF( VL.LT.ZERO ) THEN INFO = -7 ELSE IF( VU.LE.VL ) THEN INFO = -8 END IF ELSE IF( INDSV ) THEN IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN INFO = -9 ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN INFO = -10 END IF END IF END IF IF( INFO.EQ.0 ) THEN IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N*2 ) ) INFO = -14 END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'SBDSVDX', -INFO ) RETURN END IF * * Quick return if possible (N.LE.1) * NS = 0 IF( N.EQ.0 ) RETURN * IF( N.EQ.1 ) THEN IF( ALLSV .OR. INDSV ) THEN NS = 1 S( 1 ) = ABS( D( 1 ) ) ELSE IF( VL.LT.ABS( D( 1 ) ) .AND. VU.GE.ABS( D( 1 ) ) ) THEN NS = 1 S( 1 ) = ABS( D( 1 ) ) END IF END IF IF( WANTZ ) THEN Z( 1, 1 ) = SIGN( ONE, D( 1 ) ) Z( 2, 1 ) = ONE END IF RETURN END IF * ABSTOL = 2*SLAMCH( 'Safe Minimum' ) ULP = SLAMCH( 'Precision' ) EPS = SLAMCH( 'Epsilon' ) SQRT2 = SQRT( 2.0E0 ) ORTOL = SQRT( ULP ) * * Criterion for splitting is taken from SBDSQR when singular * values are computed to relative accuracy TOL. (See J. Demmel and * W. Kahan, Accurate singular values of bidiagonal matrices, SIAM * J. Sci. and Stat. Comput., 11:873–912, 1990.) * TOL = MAX( TEN, MIN( HNDRD, EPS**MEIGTH ) )*EPS * * Compute approximate maximum, minimum singular values. * I = ISAMAX( N, D, 1 ) SMAX = ABS( D( I ) ) I = ISAMAX( N-1, E, 1 ) SMAX = MAX( SMAX, ABS( E( I ) ) ) * * Compute threshold for neglecting D's and E's. * SMIN = ABS( D( 1 ) ) IF( SMIN.NE.ZERO ) THEN MU = SMIN DO I = 2, N MU = ABS( D( I ) )*( MU / ( MU+ABS( E( I-1 ) ) ) ) SMIN = MIN( SMIN, MU ) IF( SMIN.EQ.ZERO ) EXIT END DO END IF SMIN = SMIN / SQRT( REAL( N ) ) THRESH = TOL*SMIN * * Check for zeros in D and E (splits), i.e. submatrices. * DO I = 1, N-1 IF( ABS( D( I ) ).LE.THRESH ) D( I ) = ZERO IF( ABS( E( I ) ).LE.THRESH ) E( I ) = ZERO END DO IF( ABS( D( N ) ).LE.THRESH ) D( N ) = ZERO E( N ) = ZERO * * Pointers for arrays used by SSTEVX. * IDTGK = 1 IETGK = IDTGK + N*2 ITEMP = IETGK + N*2 IIFAIL = 1 IIWORK = IIFAIL + N*2 * * Set RNGVX, which corresponds to RANGE for SSTEVX in TGK mode. * VL,VU or IL,IU are redefined to conform to implementation a) * described in the leading comments. * ILTGK = 0 IUTGK = 0 VLTGK = ZERO VUTGK = ZERO * IF( ALLSV ) THEN * * All singular values will be found. We aim at -s (see * leading comments) with RNGVX = 'I'. IL and IU are set * later (as ILTGK and IUTGK) according to the dimension * of the active submatrix. * RNGVX = 'I' CALL SLASET( 'F', N*2, N+1, ZERO, ZERO, Z, LDZ ) ELSE IF( VALSV ) THEN * * Find singular values in a half-open interval. We aim * at -s (see leading comments) and we swap VL and VU * (as VUTGK and VLTGK), changing their signs. * RNGVX = 'V' VLTGK = -VU VUTGK = -VL WORK( IDTGK:IDTGK+2*N-1 ) = ZERO CALL SCOPY( N, D, 1, WORK( IETGK ), 2 ) CALL SCOPY( N-1, E, 1, WORK( IETGK+1 ), 2 ) CALL SSTEVX( 'N', 'V', N*2, WORK( IDTGK ), WORK( IETGK ), $ VLTGK, VUTGK, ILTGK, ILTGK, ABSTOL, NS, S, $ Z, LDZ, WORK( ITEMP ), IWORK( IIWORK ), $ IWORK( IIFAIL ), INFO ) IF( NS.EQ.0 ) THEN RETURN ELSE CALL SLASET( 'F', N*2, NS, ZERO, ZERO, Z, LDZ ) END IF ELSE IF( INDSV ) THEN * * Find the IL-th through the IU-th singular values. We aim * at -s (see leading comments) and indices are mapped into * values, therefore mimicking SSTEBZ, where * * GL = GL - FUDGE*TNORM*ULP*N - FUDGE*TWO*PIVMIN * GU = GU + FUDGE*TNORM*ULP*N + FUDGE*PIVMIN * ILTGK = IL IUTGK = IU RNGVX = 'V' WORK( IDTGK:IDTGK+2*N-1 ) = ZERO CALL SCOPY( N, D, 1, WORK( IETGK ), 2 ) CALL SCOPY( N-1, E, 1, WORK( IETGK+1 ), 2 ) CALL SSTEVX( 'N', 'I', N*2, WORK( IDTGK ), WORK( IETGK ), $ VLTGK, VLTGK, ILTGK, ILTGK, ABSTOL, NS, S, $ Z, LDZ, WORK( ITEMP ), IWORK( IIWORK ), $ IWORK( IIFAIL ), INFO ) VLTGK = S( 1 ) - FUDGE*SMAX*ULP*N WORK( IDTGK:IDTGK+2*N-1 ) = ZERO CALL SCOPY( N, D, 1, WORK( IETGK ), 2 ) CALL SCOPY( N-1, E, 1, WORK( IETGK+1 ), 2 ) CALL SSTEVX( 'N', 'I', N*2, WORK( IDTGK ), WORK( IETGK ), $ VUTGK, VUTGK, IUTGK, IUTGK, ABSTOL, NS, S, $ Z, LDZ, WORK( ITEMP ), IWORK( IIWORK ), $ IWORK( IIFAIL ), INFO ) VUTGK = S( 1 ) + FUDGE*SMAX*ULP*N VUTGK = MIN( VUTGK, ZERO ) * * If VLTGK=VUTGK, SSTEVX returns an error message, * so if needed we change VUTGK slightly. * IF( VLTGK.EQ.VUTGK ) VLTGK = VLTGK - TOL * CALL SLASET( 'F', N*2, IU-IL+1, ZERO, ZERO, Z, LDZ ) END IF * * Initialize variables and pointers for S, Z, and WORK. * * NRU, NRV: number of rows in U and V for the active submatrix * IDBEG, ISBEG: offsets for the entries of D and S * IROWZ, ICOLZ: offsets for the rows and columns of Z * IROWU, IROWV: offsets for the rows of U and V * NS = 0 NRU = 0 NRV = 0 IDBEG = 1 ISBEG = 1 IROWZ = 1 ICOLZ = 1 IROWU = 2 IROWV = 1 SPLIT = .FALSE. SVEQ0 = .FALSE. * * Form the tridiagonal TGK matrix. * S( 1:N ) = ZERO WORK( IETGK+2*N-1 ) = ZERO WORK( IDTGK:IDTGK+2*N-1 ) = ZERO CALL SCOPY( N, D, 1, WORK( IETGK ), 2 ) CALL SCOPY( N-1, E, 1, WORK( IETGK+1 ), 2 ) * * * Check for splits in two levels, outer level * in E and inner level in D. * DO IEPTR = 2, N*2, 2 IF( WORK( IETGK+IEPTR-1 ).EQ.ZERO ) THEN * * Split in E (this piece of B is square) or bottom * of the (input bidiagonal) matrix. * ISPLT = IDBEG IDEND = IEPTR - 1 DO IDPTR = IDBEG, IDEND, 2 IF( WORK( IETGK+IDPTR-1 ).EQ.ZERO ) THEN * * Split in D (rectangular submatrix). Set the number * of rows in U and V (NRU and NRV) accordingly. * IF( IDPTR.EQ.IDBEG ) THEN * * D=0 at the top. * SVEQ0 = .TRUE. IF( IDBEG.EQ.IDEND) THEN NRU = 1 NRV = 1 END IF ELSE IF( IDPTR.EQ.IDEND ) THEN * * D=0 at the bottom. * SVEQ0 = .TRUE. NRU = (IDEND-ISPLT)/2 + 1 NRV = NRU IF( ISPLT.NE.IDBEG ) THEN NRU = NRU + 1 END IF ELSE IF( ISPLT.EQ.IDBEG ) THEN * * Split: top rectangular submatrix. * NRU = (IDPTR-IDBEG)/2 NRV = NRU + 1 ELSE * * Split: middle square submatrix. * NRU = (IDPTR-ISPLT)/2 + 1 NRV = NRU END IF END IF ELSE IF( IDPTR.EQ.IDEND ) THEN * * Last entry of D in the active submatrix. * IF( ISPLT.EQ.IDBEG ) THEN * * No split (trivial case). * NRU = (IDEND-IDBEG)/2 + 1 NRV = NRU ELSE * * Split: bottom rectangular submatrix. * NRV = (IDEND-ISPLT)/2 + 1 NRU = NRV + 1 END IF END IF * NTGK = NRU + NRV * IF( NTGK.GT.0 ) THEN * * Compute eigenvalues/vectors of the active * submatrix according to RANGE: * if RANGE='A' (ALLSV) then RNGVX = 'I' * if RANGE='V' (VALSV) then RNGVX = 'V' * if RANGE='I' (INDSV) then RNGVX = 'V' * ILTGK = 1 IUTGK = NTGK / 2 IF( ALLSV .OR. VUTGK.EQ.ZERO ) THEN IF( SVEQ0 .OR. $ SMIN.LT.EPS .OR. $ MOD(NTGK,2).GT.0 ) THEN * Special case: eigenvalue equal to zero or very * small, additional eigenvector is needed. IUTGK = IUTGK + 1 END IF END IF * * Workspace needed by SSTEVX: * WORK( ITEMP: ): 2*5*NTGK * IWORK( 1: ): 2*6*NTGK * CALL SSTEVX( JOBZ, RNGVX, NTGK, WORK( IDTGK+ISPLT-1 ), $ WORK( IETGK+ISPLT-1 ), VLTGK, VUTGK, $ ILTGK, IUTGK, ABSTOL, NSL, S( ISBEG ), $ Z( IROWZ,ICOLZ ), LDZ, WORK( ITEMP ), $ IWORK( IIWORK ), IWORK( IIFAIL ), $ INFO ) IF( INFO.NE.0 ) THEN * Exit with the error code from SSTEVX. RETURN END IF EMIN = ABS( MAXVAL( S( ISBEG:ISBEG+NSL-1 ) ) ) * IF( NSL.GT.0 .AND. WANTZ ) THEN * * Normalize u=Z([2,4,...],:) and v=Z([1,3,...],:), * changing the sign of v as discussed in the leading * comments. The norms of u and v may be (slightly) * different from 1/sqrt(2) if the corresponding * eigenvalues are very small or too close. We check * those norms and, if needed, reorthogonalize the * vectors. * IF( NSL.GT.1 .AND. $ VUTGK.EQ.ZERO .AND. $ MOD(NTGK,2).EQ.0 .AND. $ EMIN.EQ.0 .AND. .NOT.SPLIT ) THEN * * D=0 at the top or bottom of the active submatrix: * one eigenvalue is equal to zero; concatenate the * eigenvectors corresponding to the two smallest * eigenvalues. * Z( IROWZ:IROWZ+NTGK-1,ICOLZ+NSL-2 ) = $ Z( IROWZ:IROWZ+NTGK-1,ICOLZ+NSL-2 ) + $ Z( IROWZ:IROWZ+NTGK-1,ICOLZ+NSL-1 ) Z( IROWZ:IROWZ+NTGK-1,ICOLZ+NSL-1 ) = $ ZERO * IF( IUTGK*2.GT.NTGK ) THEN * Eigenvalue equal to zero or very small. * NSL = NSL - 1 * END IF END IF * DO I = 0, MIN( NSL-1, NRU-1 ) NRMU = SNRM2( NRU, Z( IROWU, ICOLZ+I ), 2 ) IF( NRMU.EQ.ZERO ) THEN INFO = N*2 + 1 RETURN END IF CALL SSCAL( NRU, ONE/NRMU, $ Z( IROWU,ICOLZ+I ), 2 ) IF( NRMU.NE.ONE .AND. $ ABS( NRMU-ORTOL )*SQRT2.GT.ONE ) $ THEN DO J = 0, I-1 ZJTJI = -SDOT( NRU, Z( IROWU, ICOLZ+J ), $ 2, Z( IROWU, ICOLZ+I ), 2 ) CALL SAXPY( NRU, ZJTJI, $ Z( IROWU, ICOLZ+J ), 2, $ Z( IROWU, ICOLZ+I ), 2 ) END DO NRMU = SNRM2( NRU, Z( IROWU, ICOLZ+I ), 2 ) CALL SSCAL( NRU, ONE/NRMU, $ Z( IROWU,ICOLZ+I ), 2 ) END IF END DO DO I = 0, MIN( NSL-1, NRV-1 ) NRMV = SNRM2( NRV, Z( IROWV, ICOLZ+I ), 2 ) IF( NRMV.EQ.ZERO ) THEN INFO = N*2 + 1 RETURN END IF CALL SSCAL( NRV, -ONE/NRMV, $ Z( IROWV,ICOLZ+I ), 2 ) IF( NRMV.NE.ONE .AND. $ ABS( NRMV-ORTOL )*SQRT2.GT.ONE ) $ THEN DO J = 0, I-1 ZJTJI = -SDOT( NRV, Z( IROWV, ICOLZ+J ), $ 2, Z( IROWV, ICOLZ+I ), 2 ) CALL SAXPY( NRU, ZJTJI, $ Z( IROWV, ICOLZ+J ), 2, $ Z( IROWV, ICOLZ+I ), 2 ) END DO NRMV = SNRM2( NRV, Z( IROWV, ICOLZ+I ), 2 ) CALL SSCAL( NRV, ONE/NRMV, $ Z( IROWV,ICOLZ+I ), 2 ) END IF END DO IF( VUTGK.EQ.ZERO .AND. $ IDPTR.LT.IDEND .AND. $ MOD(NTGK,2).GT.0 ) THEN * * D=0 in the middle of the active submatrix (one * eigenvalue is equal to zero): save the corresponding * eigenvector for later use (when bottom of the * active submatrix is reached). * SPLIT = .TRUE. Z( IROWZ:IROWZ+NTGK-1,N+1 ) = $ Z( IROWZ:IROWZ+NTGK-1,NS+NSL ) Z( IROWZ:IROWZ+NTGK-1,NS+NSL ) = $ ZERO END IF END IF !** WANTZ **! * NSL = MIN( NSL, NRU ) SVEQ0 = .FALSE. * * Absolute values of the eigenvalues of TGK. * DO I = 0, NSL-1 S( ISBEG+I ) = ABS( S( ISBEG+I ) ) END DO * * Update pointers for TGK, S and Z. * ISBEG = ISBEG + NSL IROWZ = IROWZ + NTGK ICOLZ = ICOLZ + NSL IROWU = IROWZ IROWV = IROWZ + 1 ISPLT = IDPTR + 1 NS = NS + NSL NRU = 0 NRV = 0 END IF !** NTGK.GT.0 **! IF( IROWZ.LT.N*2 ) Z( 1:IROWZ-1, ICOLZ ) = ZERO END DO !** IDPTR loop **! IF( SPLIT ) THEN * * Bring back eigenvector corresponding * to eigenvalue equal to zero. * Z( IDBEG:IDEND-NTGK+1,ISBEG-1 ) = $ Z( IDBEG:IDEND-NTGK+1,ISBEG-1 ) + $ Z( IDBEG:IDEND-NTGK+1,N+1 ) Z( IDBEG:IDEND-NTGK+1,N+1 ) = 0 END IF IROWV = IROWV - 1 IROWU = IROWU + 1 IDBEG = IEPTR + 1 SVEQ0 = .FALSE. SPLIT = .FALSE. END IF !** Check for split in E **! END DO !** IEPTR loop **! * * Sort the singular values into decreasing order (insertion sort on * singular values, but only one transposition per singular vector) * DO I = 1, NS-1 K = 1 SMIN = S( 1 ) DO J = 2, NS + 1 - I IF( S( J ).LE.SMIN ) THEN K = J SMIN = S( J ) END IF END DO IF( K.NE.NS+1-I ) THEN S( K ) = S( NS+1-I ) S( NS+1-I ) = SMIN CALL SSWAP( N*2, Z( 1,K ), 1, Z( 1,NS+1-I ), 1 ) END IF END DO * * If RANGE=I, check for singular values/vectors to be discarded. * IF( INDSV ) THEN K = IU - IL + 1 IF( K.LT.NS ) THEN S( K+1:NS ) = ZERO Z( 1:N*2,K+1:NS ) = ZERO NS = K END IF END IF * * Reorder Z: U = Z( 1:N,1:NS ), V = Z( N+1:N*2,1:NS ). * If B is a lower diagonal, swap U and V. * DO I = 1, NS CALL SCOPY( N*2, Z( 1,I ), 1, WORK, 1 ) IF( LOWER ) THEN CALL SCOPY( N, WORK( 2 ), 2, Z( N+1,I ), 1 ) CALL SCOPY( N, WORK( 1 ), 2, Z( 1 ,I ), 1 ) ELSE CALL SCOPY( N, WORK( 2 ), 2, Z( 1 ,I ), 1 ) CALL SCOPY( N, WORK( 1 ), 2, Z( N+1,I ), 1 ) END IF END DO * RETURN * * End of SBDSVDX * END