slals0.f

          SUBROUTINE SLALS0( ICOMPQ, NL, NR, SQRE, NRHS, B, LDB, BX, LDBX,
         $                   PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM,
         $                   POLES, DIFL, DIFR, Z, K, C, S, WORK, INFO )
    *
    *  -- LAPACK routine (version 3.1) --
    *     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
    *     November 2006
    *
    *     .. Scalar Arguments ..
          INTEGER            GIVPTR, ICOMPQ, INFO, K, LDB, LDBX, LDGCOL,
         $                   LDGNUM, NL, NR, NRHS, SQRE
          REAL               C, S
    *     ..
    *     .. Array Arguments ..
          INTEGER            GIVCOL( LDGCOL, * ), PERM( * )
          REAL               B( LDB, * ), BX( LDBX, * ), DIFL( * ),
         $                   DIFR( LDGNUM, * ), GIVNUM( LDGNUM, * ),
         $                   POLES( LDGNUM, * ), WORK( * ), Z( * )
    *     ..
    *
    *  Purpose
    *  =======
    *
    *  SLALS0 applies back the multiplying factors of either the left or the
    *  right singular vector matrix of a diagonal matrix appended by a row
    *  to the right hand side matrix B in solving the least squares problem
    *  using the divide-and-conquer SVD approach.
    *
    *  For the left singular vector matrix, three types of orthogonal
    *  matrices are involved:
    *
    *  (1L) Givens rotations: the number of such rotations is GIVPTR; the
    *       pairs of columns/rows they were applied to are stored in GIVCOL;
    *       and the C- and S-values of these rotations are stored in GIVNUM.
    *
    *  (2L) Permutation. The (NL+1)-st row of B is to be moved to the first
    *       row, and for J=2:N, PERM(J)-th row of B is to be moved to the
    *       J-th row.
    *
    *  (3L) The left singular vector matrix of the remaining matrix.
    *
    *  For the right singular vector matrix, four types of orthogonal
    *  matrices are involved:
    *
    *  (1R) The right singular vector matrix of the remaining matrix.
    *
    *  (2R) If SQRE = 1, one extra Givens rotation to generate the right
    *       null space.
    *
    *  (3R) The inverse transformation of (2L).
    *
    *  (4R) The inverse transformation of (1L).
    *
    *  Arguments
    *  =========
    *
    *  ICOMPQ (input) INTEGER
    *         Specifies whether singular vectors are to be computed in
    *         factored form:
    *         = 0: Left singular vector matrix.
    *         = 1: Right singular vector matrix.
    *
    *  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 row dimension N = NL + NR + 1,
    *         and column dimension M = N + SQRE.
    *
    *  NRHS   (input) INTEGER
    *         The number of columns of B and BX. NRHS must be at least 1.
    *
    *  B      (input/output) REAL array, dimension ( LDB, NRHS )
    *         On input, B contains the right hand sides of the least
    *         squares problem in rows 1 through M. On output, B contains
    *         the solution X in rows 1 through N.
    *
    *  LDB    (input) INTEGER
    *         The leading dimension of B. LDB must be at least
    *         max(1,MAX( M, N ) ).
    *
    *  BX     (workspace) REAL array, dimension ( LDBX, NRHS )
    *
    *  LDBX   (input) INTEGER
    *         The leading dimension of BX.
    *
    *  PERM   (input) INTEGER array, dimension ( N )
    *         The permutations (from deflation and sorting) applied
    *         to the two blocks.
    *
    *  GIVPTR (input) INTEGER
    *         The number of Givens rotations which took place in this
    *         subproblem.
    *
    *  GIVCOL (input) INTEGER array, dimension ( LDGCOL, 2 )
    *         Each pair of numbers indicates a pair of rows/columns
    *         involved in a Givens rotation.
    *
    *  LDGCOL (input) INTEGER
    *         The leading dimension of GIVCOL, must be at least N.
    *
    *  GIVNUM (input) REAL array, dimension ( LDGNUM, 2 )
    *         Each number indicates the C or S value used in the
    *         corresponding Givens rotation.
    *
    *  LDGNUM (input) INTEGER
    *         The leading dimension of arrays DIFR, POLES and
    *         GIVNUM, must be at least K.
    *
    *  POLES  (input) REAL array, dimension ( LDGNUM, 2 )
    *         On entry, POLES(1:K, 1) contains the new singular
    *         values obtained from solving the secular equation, and
    *         POLES(1:K, 2) is an array containing the poles in the secular
    *         equation.
    *
    *  DIFL   (input) REAL array, dimension ( K ).
    *         On entry, DIFL(I) is the distance between I-th updated
    *         (undeflated) singular value and the I-th (undeflated) old
    *         singular value.
    *
    *  DIFR   (input) REAL array, dimension ( LDGNUM, 2 ).
    *         On entry, DIFR(I, 1) contains the distances between I-th
    *         updated (undeflated) singular value and the I+1-th
    *         (undeflated) old singular value. And DIFR(I, 2) is the
    *         normalizing factor for the I-th right singular vector.
    *
    *  Z      (input) REAL array, dimension ( K )
    *         Contain the components of the deflation-adjusted updating row
    *         vector.
    *
    *  K      (input) INTEGER
    *         Contains the dimension of the non-deflated matrix,
    *         This is the order of the related secular equation. 1 <= K <=N.
    *
    *  C      (input) REAL
    *         C contains garbage if SQRE =0 and the C-value of a Givens
    *         rotation related to the right null space if SQRE = 1.
    *
    *  S      (input) REAL
    *         S contains garbage if SQRE =0 and the S-value of a Givens
    *         rotation related to the right null space if SQRE = 1.
    *
    *  WORK   (workspace) REAL array, dimension ( K )
    *
    *  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 Ren-Cang Li, Computer Science Division, University of
    *       California at Berkeley, USA
    *     Osni Marques, LBNL/NERSC, USA
    *
    *  =====================================================================
    *
    *     .. Parameters ..
          REAL               ONE, ZERO, NEGONE
          PARAMETER          ( ONE = 1.0E0, ZERO = 0.0E0, NEGONE = -1.0E0 )
    *     ..
    *     .. Local Scalars ..
          INTEGER            I, J, M, N, NLP1
          REAL               DIFLJ, DIFRJ, DJ, DSIGJ, DSIGJP, TEMP
    *     ..
    *     .. External Subroutines ..
          EXTERNAL           SCOPY, SGEMV, SLACPY, SLASCL, SROT, SSCAL,
         $                   XERBLA
    *     ..
    *     .. External Functions ..
          REAL               SLAMC3, SNRM2
          EXTERNAL           SLAMC3, SNRM2
    *     ..
    *     .. Intrinsic Functions ..
          INTRINSIC          MAX
    *     ..
    *     .. Executable Statements ..
    *
    *     Test the input parameters.
    *
          INFO = 0
    *
          IF( ( ICOMPQ.LT.0 ) .OR. ( ICOMPQ.GT.1 ) ) THEN
             INFO = -1
          ELSE IF( NL.LT.1 ) THEN
             INFO = -2
          ELSE IF( NR.LT.1 ) THEN
             INFO = -3
          ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN
             INFO = -4
          END IF
    *
          N = NL + NR + 1
    *
          IF( NRHS.LT.1 ) THEN
             INFO = -5
          ELSE IF( LDB.LT.N ) THEN
             INFO = -7
          ELSE IF( LDBX.LT.N ) THEN
             INFO = -9
          ELSE IF( GIVPTR.LT.0 ) THEN
             INFO = -11
          ELSE IF( LDGCOL.LT.N ) THEN
             INFO = -13
          ELSE IF( LDGNUM.LT.N ) THEN
             INFO = -15
          ELSE IF( K.LT.1 ) THEN
             INFO = -20
          END IF
          IF( INFO.NE.0 ) THEN
             CALL XERBLA( 'SLALS0', -INFO )
             RETURN
          END IF
    *
          M = N + SQRE
          NLP1 = NL + 1
    *
          IF( ICOMPQ.EQ.0 ) THEN
    *
    *        Apply back orthogonal transformations from the left.
    *
    *        Step (1L): apply back the Givens rotations performed.
    *
             DO 10 I = 1, GIVPTR
                CALL SROT( NRHS, B( GIVCOL( I, 2 ), 1 ), LDB,
         $                 B( GIVCOL( I, 1 ), 1 ), LDB, GIVNUM( I, 2 ),
         $                 GIVNUM( I, 1 ) )
       10    CONTINUE
    *
    *        Step (2L): permute rows of B.
    *
             CALL SCOPY( NRHS, B( NLP1, 1 ), LDB, BX( 1, 1 ), LDBX )
             DO 20 I = 2, N
                CALL SCOPY( NRHS, B( PERM( I ), 1 ), LDB, BX( I, 1 ), LDBX )
       20    CONTINUE
    *
    *        Step (3L): apply the inverse of the left singular vector
    *        matrix to BX.
    *
             IF( K.EQ.1 ) THEN
                CALL SCOPY( NRHS, BX, LDBX, B, LDB )
                IF( Z( 1 ).LT.ZERO ) THEN
                   CALL SSCAL( NRHS, NEGONE, B, LDB )
                END IF
             ELSE
                DO 50 J = 1, K
                   DIFLJ = DIFL( J )
                   DJ = POLES( J, 1 )
                   DSIGJ = -POLES( J, 2 )
                   IF( J.LT.K ) THEN
                      DIFRJ = -DIFR( J, 1 )
                      DSIGJP = -POLES( J+1, 2 )
                   END IF
                   IF( ( Z( J ).EQ.ZERO ) .OR. ( POLES( J, 2 ).EQ.ZERO ) )
         $              THEN
                      WORK( J ) = ZERO
                   ELSE
                      WORK( J ) = -POLES( J, 2 )*Z( J ) / DIFLJ /
         $                        ( POLES( J, 2 )+DJ )
                   END IF
                   DO 30 I = 1, J - 1
                      IF( ( Z( I ).EQ.ZERO ) .OR.
         $                ( POLES( I, 2 ).EQ.ZERO ) ) THEN
                         WORK( I ) = ZERO
                      ELSE
                         WORK( I ) = POLES( I, 2 )*Z( I ) /
         $                           ( SLAMC3( POLES( I, 2 ), DSIGJ )-
         $                           DIFLJ ) / ( POLES( I, 2 )+DJ )
                      END IF
       30          CONTINUE
                   DO 40 I = J + 1, K
                      IF( ( Z( I ).EQ.ZERO ) .OR.
         $                ( POLES( I, 2 ).EQ.ZERO ) ) THEN
                         WORK( I ) = ZERO
                      ELSE
                         WORK( I ) = POLES( I, 2 )*Z( I ) /
         $                           ( SLAMC3( POLES( I, 2 ), DSIGJP )+
         $                           DIFRJ ) / ( POLES( I, 2 )+DJ )
                      END IF
       40          CONTINUE
                   WORK( 1 ) = NEGONE
                   TEMP = SNRM2( K, WORK, 1 )
                   CALL SGEMV( 'T', K, NRHS, ONE, BX, LDBX, WORK, 1, ZERO,
         $                     B( J, 1 ), LDB )
                   CALL SLASCL( 'G', 0, 0, TEMP, ONE, 1, NRHS, B( J, 1 ),
         $                      LDB, INFO )
       50       CONTINUE
             END IF
    *
    *        Move the deflated rows of BX to B also.
    *
             IF( K.LT.MAX( M, N ) )
         $      CALL SLACPY( 'A', N-K, NRHS, BX( K+1, 1 ), LDBX,
         $                   B( K+1, 1 ), LDB )
          ELSE
    *
    *        Apply back the right orthogonal transformations.
    *
    *        Step (1R): apply back the new right singular vector matrix
    *        to B.
    *
             IF( K.EQ.1 ) THEN
                CALL SCOPY( NRHS, B, LDB, BX, LDBX )
             ELSE
                DO 80 J = 1, K
                   DSIGJ = POLES( J, 2 )
                   IF( Z( J ).EQ.ZERO ) THEN
                      WORK( J ) = ZERO
                   ELSE
                      WORK( J ) = -Z( J ) / DIFL( J ) /
         $                        ( DSIGJ+POLES( J, 1 ) ) / DIFR( J, 2 )
                   END IF
                   DO 60 I = 1, J - 1
                      IF( Z( J ).EQ.ZERO ) THEN
                         WORK( I ) = ZERO
                      ELSE
                         WORK( I ) = Z( J ) / ( SLAMC3( DSIGJ, -POLES( I+1,
         $                           2 ) )-DIFR( I, 1 ) ) /
         $                           ( DSIGJ+POLES( I, 1 ) ) / DIFR( I, 2 )
                      END IF
       60          CONTINUE
                   DO 70 I = J + 1, K
                      IF( Z( J ).EQ.ZERO ) THEN
                         WORK( I ) = ZERO
                      ELSE
                         WORK( I ) = Z( J ) / ( SLAMC3( DSIGJ, -POLES( I,
         $                           2 ) )-DIFL( I ) ) /
         $                           ( DSIGJ+POLES( I, 1 ) ) / DIFR( I, 2 )
                      END IF
       70          CONTINUE
                   CALL SGEMV( 'T', K, NRHS, ONE, B, LDB, WORK, 1, ZERO,
         $                     BX( J, 1 ), LDBX )
       80       CONTINUE
             END IF
    *
    *        Step (2R): if SQRE = 1, apply back the rotation that is
    *        related to the right null space of the subproblem.
    *
             IF( SQRE.EQ.1 ) THEN
                CALL SCOPY( NRHS, B( M, 1 ), LDB, BX( M, 1 ), LDBX )
                CALL SROT( NRHS, BX( 1, 1 ), LDBX, BX( M, 1 ), LDBX, C, S )
             END IF
             IF( K.LT.MAX( M, N ) )
         $      CALL SLACPY( 'A', N-K, NRHS, B( K+1, 1 ), LDB, BX( K+1, 1 ),
         $                   LDBX )
    *
    *        Step (3R): permute rows of B.
    *
             CALL SCOPY( NRHS, BX( 1, 1 ), LDBX, B( NLP1, 1 ), LDB )
             IF( SQRE.EQ.1 ) THEN
                CALL SCOPY( NRHS, BX( M, 1 ), LDBX, B( M, 1 ), LDB )
             END IF
             DO 90 I = 2, N
                CALL SCOPY( NRHS, BX( I, 1 ), LDBX, B( PERM( I ), 1 ), LDB )
       90    CONTINUE
    *
    *        Step (4R): apply back the Givens rotations performed.
    *
             DO 100 I = GIVPTR, 1, -1
                CALL SROT( NRHS, B( GIVCOL( I, 2 ), 1 ), LDB,
         $                 B( GIVCOL( I, 1 ), 1 ), LDB, GIVNUM( I, 2 ),
         $                 -GIVNUM( I, 1 ) )
      100    CONTINUE
          END IF
    *
          RETURN
    *
    *     End of SLALS0
    *
          END