Collection of Tools & Utilities/Collection of Tools and Utilities.iso/fortran/linpklib.zip/SSVDC.FOR

Text File | 1984-01-06 | 15KB | 481 lines

      SUBROUTINE SSVDC(X,LDX,N,P,S,E,U,LDU,V,LDV,WORK,JOB,INFO)
      INTEGER LDX,N,P,LDU,LDV,JOB,INFO
      REAL X(LDX,1),S(1),E(1),U(LDU,1),V(LDV,1),WORK(1)
C
C
C     SSVDC IS A SUBROUTINE TO REDUCE A REAL NXP MATRIX X BY
C     ORTHOGONAL TRANSFORMATIONS U AND V TO DIAGONAL FORM.  THE
C     DIAGONAL ELEMENTS S(I) ARE THE SINGULAR VALUES OF X.  THE
C     COLUMNS OF U ARE THE CORRESPONDING LEFT SINGULAR VECTORS,
C     AND THE COLUMNS OF V THE RIGHT SINGULAR VECTORS.
C
C     ON ENTRY
C
C         X         REAL(LDX,P), WHERE LDX.GE.N.
C                   X CONTAINS THE MATRIX WHOSE SINGULAR VALUE
C                   DECOMPOSITION IS TO BE COMPUTED.  X IS
C                   DESTROYED BY SSVDC.
C
C         LDX       INTEGER.
C                   LDX IS THE LEADING DIMENSION OF THE ARRAY X.
C
C         N         INTEGER.
C                   N IS THE NUMBER OF COLUMNS OF THE MATRIX X.
C
C         P         INTEGER.
C                   P IS THE NUMBER OF ROWS OF THE MATRIX X.
C
C         LDU       INTEGER.
C                   LDU IS THE LEADING DIMENSION OF THE ARRAY U.
C                   (SEE BELOW).
C
C         LDV       INTEGER.
C                   LDV IS THE LEADING DIMENSION OF THE ARRAY V.
C                   (SEE BELOW).
C
C         WORK      REAL(N).
C                   WORK IS A SCRATCH ARRAY.
C
C         JOB       INTEGER.
C                   JOB CONTROLS THE COMPUTATION OF THE SINGULAR
C                   VECTORS.  IT HAS THE DECIMAL EXPANSION AB
C                   WITH THE FOLLOWING MEANING
C
C                        A.EQ.0    DO NOT COMPUTE THE LEFT SINGULAR
C                                  VECTORS.
C                        A.EQ.1    RETURN THE N LEFT SINGULAR VECTORS
C                                  IN U.
C                        A.GE.2    RETURN THE FIRST MIN(N,P) SINGULAR
C                                  VECTORS IN U.
C                        B.EQ.0    DO NOT COMPUTE THE RIGHT SINGULAR
C                                  VECTORS.
C                        B.EQ.1    RETURN THE RIGHT SINGULAR VECTORS
C                                  IN V.
C
C     ON RETURN
C
C         S         REAL(MM), WHERE MM=MIN(N+1,P).
C                   THE FIRST MIN(N,P) ENTRIES OF S CONTAIN THE
C                   SINGULAR VALUES OF X ARRANGED IN DESCENDING
C                   ORDER OF MAGNITUDE.
C
C         E         REAL(P).
C                   E ORDINARILY CONTAINS ZEROS.  HOWEVER SEE THE
C                   DISCUSSION OF INFO FOR EXCEPTIONS.
C
C         U         REAL(LDU,K), WHERE LDU.GE.N.  IF JOBA.EQ.1 THEN
C                                   K.EQ.N, IF JOBA.GE.2 THEN
C                                   K.EQ.MIN(N,P).
C                   U CONTAINS THE MATRIX OF RIGHT SINGULAR VECTORS.
C                   U IS NOT REFERENCED IF JOBA.EQ.0.  IF N.LE.P
C                   OR IF JOBA.EQ.2, THEN U MAY BE IDENTIFIED WITH X
C                   IN THE SUBROUTINE CALL.
C
C         V         REAL(LDV,P), WHERE LDV.GE.P.
C                   V CONTAINS THE MATRIX OF RIGHT SINGULAR VECTORS.
C                   V IS NOT REFERENCED IF JOB.EQ.0.  IF P.LE.N,
C                   THEN V MAY BE IDENTIFIED WITH X IN THE
C                   SUBROUTINE CALL.
C
C         INFO      INTEGER.
C                   THE SINGULAR VALUES (AND THEIR CORRESPONDING
C                   SINGULAR VECTORS) S(INFO+1),S(INFO+2),...,S(M)
C                   ARE CORRECT (HERE M=MIN(N,P)).  THUS IF
C                   INFO.EQ.0, ALL THE SINGULAR VALUES AND THEIR
C                   VECTORS ARE CORRECT.  IN ANY EVENT, THE MATRIX
C                   B = TRANS(U)*X*V IS THE BIDIAGONAL MATRIX
C                   WITH THE ELEMENTS OF S ON ITS DIAGONAL AND THE
C                   ELEMENTS OF E ON ITS SUPER-DIAGONAL (TRANS(U)
C                   IS THE TRANSPOSE OF U).  THUS THE SINGULAR
C                   VALUES OF X AND B ARE THE SAME.
C
C     LINPACK. THIS VERSION DATED 03/19/79 .
C     G.W. STEWART, UNIVERSITY OF MARYLAND, ARGONNE NATIONAL LAB.
C
C     ***** USES THE FOLLOWING FUNCTIONS AND SUBPROGRAMS.
C
C     EXTERNAL SROT
C     BLAS SAXPY,SDOT,SSCAL,SSWAP,SNRM2,SROTG
C     FORTRAN ABS,AMAX1,MAX0,MIN0,MOD,SQRT
C
C     INTERNAL VARIABLES
C
      INTEGER I,ITER,J,JOBU,K,KASE,KK,L,LL,LLS,LM1,LP1,LS,LU,M,MAXIT,
     *        MM,MM1,MP1,NCT,NCTP1,NCU,NRT,NRTP1
      REAL SDOT,T,R
      REAL B,C,CS,EL,EMM1,F,G,SNRM2,SCALE,SHIFT,SL,SM,SN,SMM1,T1,TEST,
     *     ZTEST
      LOGICAL WANTU,WANTV
C
C
C     SET THE MAXIMUM NUMBER OF ITERATIONS.
C
      MAXIT = 30
C
C     DETERMINE WHAT IS TO BE COMPUTED.
C
      WANTU = .FALSE.
      WANTV = .FALSE.
      JOBU = MOD(JOB,100)/10
      NCU = N
      IF (JOBU .GT. 1) NCU = MIN0(N,P)
      IF (JOBU .NE. 0) WANTU = .TRUE.
      IF (MOD(JOB,10) .NE. 0) WANTV = .TRUE.
C
C     REDUCE X TO BIDIAGONAL FORM, STORING THE DIAGONAL ELEMENTS
C     IN S AND THE SUPER-DIAGONAL ELEMENTS IN E.
C
      INFO = 0
      NCT = MIN0(N-1,P)
      NRT = MAX0(0,MIN0(P-2,N))
      LU = MAX0(NCT,NRT)
      IF (LU .LT. 1) GO TO 170
      DO 160 L = 1, LU
         LP1 = L + 1
         IF (L .GT. NCT) GO TO 20
C
C           COMPUTE THE TRANSFORMATION FOR THE L-TH COLUMN AND
C           PLACE THE L-TH DIAGONAL IN S(L).
C
            S(L) = SNRM2(N-L+1,X(L,L),1)
            IF (S(L) .EQ. 0.0E0) GO TO 10
               IF (X(L,L) .NE. 0.0E0) S(L) = SIGN(S(L),X(L,L))
               CALL SSCAL(N-L+1,1.0E0/S(L),X(L,L),1)
               X(L,L) = 1.0E0 + X(L,L)
   10       CONTINUE
            S(L) = -S(L)
   20    CONTINUE
         IF (P .LT. LP1) GO TO 50
         DO 40 J = LP1, P
            IF (L .GT. NCT) GO TO 30
            IF (S(L) .EQ. 0.0E0) GO TO 30
C
C              APPLY THE TRANSFORMATION.
C
               T = -SDOT(N-L+1,X(L,L),1,X(L,J),1)/X(L,L)
               CALL SAXPY(N-L+1,T,X(L,L),1,X(L,J),1)
   30       CONTINUE
C
C           PLACE THE L-TH ROW OF X INTO  E FOR THE
C           SUBSEQUENT CALCULATION OF THE ROW TRANSFORMATION.
C
            E(J) = X(L,J)
   40    CONTINUE
   50    CONTINUE
         IF (.NOT.WANTU .OR. L .GT. NCT) GO TO 70
C
C           PLACE THE TRANSFORMATION IN U FOR SUBSEQUENT BACK
C           MULTIPLICATION.
C
            DO 60 I = L, N
               U(I,L) = X(I,L)
   60       CONTINUE
   70    CONTINUE
         IF (L .GT. NRT) GO TO 150
C
C           COMPUTE THE L-TH ROW TRANSFORMATION AND PLACE THE
C           L-TH SUPER-DIAGONAL IN E(L).
C
            E(L) = SNRM2(P-L,E(LP1),1)
            IF (E(L) .EQ. 0.0E0) GO TO 80
               IF (E(LP1) .NE. 0.0E0) E(L) = SIGN(E(L),E(LP1))
               CALL SSCAL(P-L,1.0E0/E(L),E(LP1),1)
               E(LP1) = 1.0E0 + E(LP1)
   80       CONTINUE
            E(L) = -E(L)
            IF (LP1 .GT. N .OR. E(L) .EQ. 0.0E0) GO TO 120
C
C              APPLY THE TRANSFORMATION.
C
               DO 90 I = LP1, N
                  WORK(I) = 0.0E0
   90          CONTINUE
               DO 100 J = LP1, P
                  CALL SAXPY(N-L,E(J),X(LP1,J),1,WORK(LP1),1)
  100          CONTINUE
               DO 110 J = LP1, P
                  CALL SAXPY(N-L,-E(J)/E(LP1),WORK(LP1),1,X(LP1,J),1)
  110          CONTINUE
  120       CONTINUE
            IF (.NOT.WANTV) GO TO 140
C
C              PLACE THE TRANSFORMATION IN V FOR SUBSEQUENT
C              BACK MULTIPLICATION.
C
               DO 130 I = LP1, P
                  V(I,L) = E(I)
  130          CONTINUE
  140       CONTINUE
  150    CONTINUE
  160 CONTINUE
  170 CONTINUE
C
C     SET UP THE FINAL BIDIAGONAL MATRIX OR ORDER M.
C
      M = MIN0(P,N+1)
      NCTP1 = NCT + 1
      NRTP1 = NRT + 1
      IF (NCT .LT. P) S(NCTP1) = X(NCTP1,NCTP1)
      IF (N .LT. M) S(M) = 0.0E0
      IF (NRTP1 .LT. M) E(NRTP1) = X(NRTP1,M)
      E(M) = 0.0E0
C
C     IF REQUIRED, GENERATE U.
C
      IF (.NOT.WANTU) GO TO 300
         IF (NCU .LT. NCTP1) GO TO 200
         DO 190 J = NCTP1, NCU
            DO 180 I = 1, N
               U(I,J) = 0.0E0
  180       CONTINUE
            U(J,J) = 1.0E0
  190    CONTINUE
  200    CONTINUE
         IF (NCT