zbdsqr.f

famous linear algebra library (LAPACK) ports to windows

*        Compute singular vectors, if desired
*
         IF( NCVT.GT.0 )
     $      CALL ZDROT( NCVT, VT( M-1, 1 ), LDVT, VT( M, 1 ), LDVT,
     $                  COSR, SINR )
         IF( NRU.GT.0 )
     $      CALL ZDROT( NRU, U( 1, M-1 ), 1, U( 1, M ), 1, COSL, SINL )
         IF( NCC.GT.0 )
     $      CALL ZDROT( NCC, C( M-1, 1 ), LDC, C( M, 1 ), LDC, COSL,
     $                  SINL )
         M = M - 2
         GO TO 60
      END IF
*
*     If working on new submatrix, choose shift direction
*     (from larger end diagonal element towards smaller)
*
      IF( LL.GT.OLDM .OR. M.LT.OLDLL ) THEN
         IF( ABS( D( LL ) ).GE.ABS( D( M ) ) ) THEN
*
*           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
         END IF
      END IF
*
*     Apply convergence tests
*
      IF( IDIR.EQ.1 ) THEN
*
*        Run convergence test in forward direction
*        First apply standard test to bottom of matrix
*
         IF( ABS( E( M-1 ) ).LE.ABS( TOL )*ABS( D( M ) ) .OR.
     $       ( TOL.LT.ZERO .AND. ABS( E( M-1 ) ).LE.THRESH ) ) THEN
            E( M-1 ) = ZERO
            GO TO 60
         END IF
*
         IF( TOL.GE.ZERO ) THEN
*
*           If relative accuracy desired,
*           apply convergence criterion forward
*
            MU = ABS( D( LL ) )
            SMINL = MU
            DO 100 LLL = LL, M - 1
               IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
                  E( LLL ) = ZERO
                  GO TO 60
               END IF
               MU = ABS( D( LLL+1 ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
               SMINL = MIN( SMINL, MU )
  100       CONTINUE
         END IF
*
      ELSE
*
*        Run convergence test in backward direction
*        First apply standard test to top of matrix
*
         IF( ABS( E( LL ) ).LE.ABS( TOL )*ABS( D( LL ) ) .OR.
     $       ( TOL.LT.ZERO .AND. ABS( E( LL ) ).LE.THRESH ) ) THEN
            E( LL ) = ZERO
            GO TO 60
         END IF
*
         IF( TOL.GE.ZERO ) THEN
*
*           If relative accuracy desired,
*           apply convergence criterion backward
*
            MU = ABS( D( M ) )
            SMINL = MU
            DO 110 LLL = M - 1, LL, -1
               IF( ABS( E( LLL ) ).LE.TOL*MU ) THEN
                  E( LLL ) = ZERO
                  GO TO 60
               END IF
               MU = ABS( D( LLL ) )*( MU / ( MU+ABS( E( LLL ) ) ) )
               SMINL = MIN( SMINL, MU )
  110       CONTINUE
         END IF
      END IF
      OLDLL = LL
      OLDM = M
*
*     Compute shift.  First, test if shifting would ruin relative
*     accuracy, and if so set the shift to zero.
*
      IF( TOL.GE.ZERO .AND. N*TOL*( SMINL / SMAX ).LE.
     $    MAX( EPS, HNDRTH*TOL ) ) THEN
*
*        Use a zero shift to avoid loss of relative accuracy
*
         SHIFT = ZERO
      ELSE
*
*        Compute the shift from 2-by-2 block at end of matrix
*
         IF( IDIR.EQ.1 ) THEN
            SLL = ABS( D( LL ) )
            CALL DLAS2( D( M-1 ), E( M-1 ), D( M ), SHIFT, R )
         ELSE
            SLL = ABS( D( M ) )
            CALL DLAS2( D( LL ), E( LL ), D( LL+1 ), SHIFT, R )
         END IF
*
*        Test if shift negligible, and if so set to zero
*
         IF( SLL.GT.ZERO ) THEN
            IF( ( SHIFT / SLL )**2.LT.EPS )
     $         SHIFT = ZERO
         END IF
      END IF
*
*     Increment iteration count
*
      ITER = ITER + M - LL
*
*     If SHIFT = 0, do simplified QR iteration
*
      IF( SHIFT.EQ.ZERO ) THEN
         IF( IDIR.EQ.1 ) THEN
*
*           Chase bulge from top to bottom
*           Save cosines and sines for later singular vector updates
*
            CS = ONE
            OLDCS = ONE
            DO 120 I = LL, M - 1
               CALL DLARTG( D( I )*CS, E( I ), CS, SN, R )
               IF( I.GT.LL )
     $            E( I-1 ) = OLDSN*R
               CALL DLARTG( OLDCS*R, D( I+1 )*SN, OLDCS, OLDSN, D( I ) )
               RWORK( I-LL+1 ) = CS
               RWORK( I-LL+1+NM1 ) = SN
               RWORK( I-LL+1+NM12 ) = OLDCS
               RWORK( I-LL+1+NM13 ) = OLDSN
  120       CONTINUE
            H = D( M )*CS
            D( M ) = H*OLDCS
            E( M-1 ) = H*OLDSN
*
*           Update singular vectors
*
            IF( NCVT.GT.0 )
     $         CALL ZLASR( 'L', 'V', 'F', M-LL+1, NCVT, RWORK( 1 ),
     $                     RWORK( N ), VT( LL, 1 ), LDVT )
            IF( NRU.GT.0 )
     $         CALL ZLASR( 'R', 'V', 'F', NRU, M-LL+1, RWORK( NM12+1 ),
     $                     RWORK( NM13+1 ), U( 1, LL ), LDU )
            IF( NCC.GT.0 )
     $         CALL ZLASR( 'L', 'V', 'F', M-LL+1, NCC, RWORK( NM12+1 ),
     $                     RWORK( NM13+1 ), C( LL, 1 ), LDC )
*
*           Test convergence
*
            IF( ABS( E( M-1 ) ).LE.THRESH )
     $         E( M-1 ) = ZERO
*
         ELSE
*
*           Chase bulge from bottom to top
*           Save cosines and sines for later singular vector updates
*
            CS = ONE
            OLDCS = ONE
            DO 130 I = M, LL + 1, -1
               CALL DLARTG( D( I )*CS, E( I-1 ), CS, SN, R )
               IF( I.LT.M )
     $            E( I ) = OLDSN*R
               CALL DLARTG( OLDCS*R, D( I-1 )*SN, OLDCS, OLDSN, D( I ) )
               RWORK( I-LL ) = CS
               RWORK( I-LL+NM1 ) = -SN
               RWORK( I-LL+NM12 ) = OLDCS
               RWORK( I-LL+NM13 ) = -OLDSN
  130       CONTINUE
            H = D( LL )*CS
            D( LL ) = H*OLDCS
            E( LL ) = H*OLDSN
*
*           Update singular vectors
*
            IF( NCVT.GT.0 )
     $         CALL ZLASR( 'L', 'V', 'B', M-LL+1, NCVT, RWORK( NM12+1 ),
     $                     RWORK( NM13+1 ), VT( LL, 1 ), LDVT )
            IF( NRU.GT.0 )
     $         CALL ZLASR( 'R', 'V', 'B', NRU, M-LL+1, RWORK( 1 ),
     $                     RWORK( N ), U( 1, LL ), LDU )
            IF( NCC.GT.0 )
     $         CALL ZLASR( 'L', 'V', 'B', M-LL+1, NCC, RWORK( 1 ),
     $                     RWORK( N ), C( LL, 1 ), LDC )
*
*           Test convergence
*
            IF( ABS( E( LL ) ).LE.THRESH )
     $         E( LL ) = ZERO
         END IF
      ELSE
*
*        Use nonzero shift
*
         IF( IDIR.EQ.1 ) THEN
*
*           Chase bulge from top to bottom
*           Save cosines and sines for later singular vector updates
*
            F = ( ABS( D( LL ) )-SHIFT )*
     $          ( SIGN( ONE, D( LL ) )+SHIFT / D( LL ) )
            G = E( LL )
            DO 140 I = LL, M - 1
               CALL DLARTG( F, G, COSR, SINR, R )
               IF( I.GT.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 )
               CALL 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.LT.M-1 ) THEN
                  G = SINL*E( I+1 )
                  E( I+1 ) = COSL*E( I+1 )
               END IF
               RWORK( I-LL+1 ) = COSR
               RWORK( I-LL+1+NM1 ) = SINR
               RWORK( I-LL+1+NM12 ) = COSL
               RWORK( I-LL+1+NM13 ) = SINL
  140       CONTINUE
            E( M-1 ) = F
*
*           Update singular vectors
*
            IF( NCVT.GT.0 )
     $         CALL ZLASR( 'L', 'V', 'F', M-LL+1, NCVT, RWORK( 1 ),
     $                     RWORK( N ), VT( LL, 1 ), LDVT )
            IF( NRU.GT.0 )
     $         CALL ZLASR( 'R', 'V', 'F', NRU, M-LL+1, RWORK( NM12+1 ),
     $                     RWORK( NM13+1 ), U( 1, LL ), LDU )
            IF( NCC.GT.0 )
     $         CALL ZLASR( 'L', 'V', 'F', M-LL+1, NCC, RWORK( NM12+1 ),
     $                     RWORK( NM13+1 ), C( LL, 1 ), LDC )
*
*           Test convergence
*
            IF( ABS( E( M-1 ) ).LE.THRESH )
     $         E( M-1 ) = ZERO
*
         ELSE
*
*           Chase bulge from bottom to top
*           Save cosines and sines for later singular vector updates
*
            F = ( ABS( D( M ) )-SHIFT )*( SIGN( ONE, D( M ) )+SHIFT /
     $          D( M ) )
            G = E( M-1 )
            DO 150 I = M, LL + 1, -1
               CALL DLARTG( F, G, COSR, SINR, R )
               IF( I.LT.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 )
               CALL 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.GT.LL+1 ) THEN
                  G = SINL*E( I-2 )
                  E( I-2 ) = COSL*E( I-2 )
               END IF
               RWORK( I-LL ) = COSR
               RWORK( I-LL+NM1 ) = -SINR
               RWORK( I-LL+NM12 ) = COSL
               RWORK( I-LL+NM13 ) = -SINL
  150       CONTINUE
            E( LL ) = F
*
*           Test convergence
*
            IF( ABS( E( LL ) ).LE.THRESH )
     $         E( LL ) = ZERO
*
*           Update singular vectors if desired
*
            IF( NCVT.GT.0 )
     $         CALL ZLASR( 'L', 'V', 'B', M-LL+1, NCVT, RWORK( NM12+1 ),
     $                     RWORK( NM13+1 ), VT( LL, 1 ), LDVT )
            IF( NRU.GT.0 )
     $         CALL ZLASR( 'R', 'V', 'B', NRU, M-LL+1, RWORK( 1 ),
     $                     RWORK( N ), U( 1, LL ), LDU )
            IF( NCC.GT.0 )
     $         CALL ZLASR( 'L', 'V', 'B', M-LL+1, NCC, RWORK( 1 ),
     $                     RWORK( N ), C( LL, 1 ), LDC )
         END IF
      END IF
*
*     QR iteration finished, go back and check convergence
*
      GO TO 60
*
*     All singular values converged, so make them positive
*
  160 CONTINUE
      DO 170 I = 1, N
         IF( D( I ).LT.ZERO ) THEN
            D( I ) = -D( I )
*
*           Change sign of singular vectors, if desired
*
            IF( NCVT.GT.0 )
     $         CALL ZDSCAL( NCVT, NEGONE, VT( I, 1 ), LDVT )
         END IF
  170 CONTINUE
*
*     Sort the singular values into decreasing order (insertion sort on
*     singular values, but only one transposition per singular vector)
*
      DO 190 I = 1, N - 1
*
*        Scan for smallest D(I)
*
         ISUB = 1
         SMIN = D( 1 )
         DO 180 J = 2, N + 1 - I
            IF( D( J ).LE.SMIN ) THEN
               ISUB = J
               SMIN = D( J )
            END IF
  180    CONTINUE
         IF( ISUB.NE.N+1-I ) THEN
*
*           Swap singular values and vectors
*
            D( ISUB ) = D( N+1-I )
            D( N+1-I ) = SMIN
            IF( NCVT.GT.0 )
     $         CALL ZSWAP( NCVT, VT( ISUB, 1 ), LDVT, VT( N+1-I, 1 ),
     $                     LDVT )
            IF( NRU.GT.0 )
     $         CALL ZSWAP( NRU, U( 1, ISUB ), 1, U( 1, N+1-I ), 1 )
            IF( NCC.GT.0 )
     $         CALL ZSWAP( NCC, C( ISUB, 1 ), LDC, C( N+1-I, 1 ), LDC )
         END IF
  190 CONTINUE
      GO TO 220
*
*     Maximum number of iterations exceeded, failure to converge
*
  200 CONTINUE
      INFO = 0
      DO 210 I = 1, N - 1
         IF( E( I ).NE.ZERO )
     $      INFO = INFO + 1
  210 CONTINUE
  220 CONTINUE
      RETURN
*
*     End of ZBDSQR
*
      END