1*> \brief \b DLASD6 computes the SVD of an updated upper bidiagonal matrix obtained by merging two smaller ones by appending a row. Used by sbdsdc.
2*
3*  =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6*            http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
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13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasd6.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18*  Definition:
19*  ===========
20*
21*       SUBROUTINE DLASD6( ICOMPQ, NL, NR, SQRE, D, VF, VL, ALPHA, BETA,
22*                          IDXQ, PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM,
23*                          LDGNUM, POLES, DIFL, DIFR, Z, K, C, S, WORK,
24*                          IWORK, INFO )
25*
26*       .. Scalar Arguments ..
27*       INTEGER            GIVPTR, ICOMPQ, INFO, K, LDGCOL, LDGNUM, NL,
28*      $                   NR, SQRE
29*       DOUBLE PRECISION   ALPHA, BETA, C, S
30*       ..
31*       .. Array Arguments ..
32*       INTEGER            GIVCOL( LDGCOL, * ), IDXQ( * ), IWORK( * ),
33*      $                   PERM( * )
34*       DOUBLE PRECISION   D( * ), DIFL( * ), DIFR( * ),
35*      $                   GIVNUM( LDGNUM, * ), POLES( LDGNUM, * ),
36*      $                   VF( * ), VL( * ), WORK( * ), Z( * )
37*       ..
38*
39*
40*> \par Purpose:
41*  =============
42*>
43*> \verbatim
44*>
45*> DLASD6 computes the SVD of an updated upper bidiagonal matrix B
46*> obtained by merging two smaller ones by appending a row. This
47*> routine is used only for the problem which requires all singular
48*> values and optionally singular vector matrices in factored form.
49*> B is an N-by-M matrix with N = NL + NR + 1 and M = N + SQRE.
50*> A related subroutine, DLASD1, handles the case in which all singular
51*> values and singular vectors of the bidiagonal matrix are desired.
52*>
53*> DLASD6 computes the SVD as follows:
54*>
55*>               ( D1(in)    0    0       0 )
56*>   B = U(in) * (   Z1**T   a   Z2**T    b ) * VT(in)
57*>               (   0       0   D2(in)   0 )
58*>
59*>     = U(out) * ( D(out) 0) * VT(out)
60*>
61*> where Z**T = (Z1**T a Z2**T b) = u**T VT**T, and u is a vector of dimension M
62*> with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros
63*> elsewhere; and the entry b is empty if SQRE = 0.
64*>
65*> The singular values of B can be computed using D1, D2, the first
66*> components of all the right singular vectors of the lower block, and
67*> the last components of all the right singular vectors of the upper
68*> block. These components are stored and updated in VF and VL,
69*> respectively, in DLASD6. Hence U and VT are not explicitly
70*> referenced.
71*>
72*> The singular values are stored in D. The algorithm consists of two
73*> stages:
74*>
75*>       The first stage consists of deflating the size of the problem
76*>       when there are multiple singular values or if there is a zero
77*>       in the Z vector. For each such occurrence the dimension of the
78*>       secular equation problem is reduced by one. This stage is
79*>       performed by the routine DLASD7.
80*>
81*>       The second stage consists of calculating the updated
82*>       singular values. This is done by finding the roots of the
83*>       secular equation via the routine DLASD4 (as called by DLASD8).
84*>       This routine also updates VF and VL and computes the distances
85*>       between the updated singular values and the old singular
86*>       values.
87*>
88*> DLASD6 is called from DLASDA.
89*> \endverbatim
90*
91*  Arguments:
92*  ==========
93*
94*> \param[in] ICOMPQ
95*> \verbatim
96*>          ICOMPQ is INTEGER
97*>         Specifies whether singular vectors are to be computed in
98*>         factored form:
99*>         = 0: Compute singular values only.
100*>         = 1: Compute singular vectors in factored form as well.
101*> \endverbatim
102*>
103*> \param[in] NL
104*> \verbatim
105*>          NL is INTEGER
106*>         The row dimension of the upper block.  NL >= 1.
107*> \endverbatim
108*>
109*> \param[in] NR
110*> \verbatim
111*>          NR is INTEGER
112*>         The row dimension of the lower block.  NR >= 1.
113*> \endverbatim
114*>
115*> \param[in] SQRE
116*> \verbatim
117*>          SQRE is INTEGER
118*>         = 0: the lower block is an NR-by-NR square matrix.
119*>         = 1: the lower block is an NR-by-(NR+1) rectangular matrix.
120*>
121*>         The bidiagonal matrix has row dimension N = NL + NR + 1,
122*>         and column dimension M = N + SQRE.
123*> \endverbatim
124*>
125*> \param[in,out] D
126*> \verbatim
127*>          D is DOUBLE PRECISION array, dimension ( NL+NR+1 ).
128*>         On entry D(1:NL,1:NL) contains the singular values of the
129*>         upper block, and D(NL+2:N) contains the singular values
130*>         of the lower block. On exit D(1:N) contains the singular
131*>         values of the modified matrix.
132*> \endverbatim
133*>
134*> \param[in,out] VF
135*> \verbatim
136*>          VF is DOUBLE PRECISION array, dimension ( M )
137*>         On entry, VF(1:NL+1) contains the first components of all
138*>         right singular vectors of the upper block; and VF(NL+2:M)
139*>         contains the first components of all right singular vectors
140*>         of the lower block. On exit, VF contains the first components
141*>         of all right singular vectors of the bidiagonal matrix.
142*> \endverbatim
143*>
144*> \param[in,out] VL
145*> \verbatim
146*>          VL is DOUBLE PRECISION array, dimension ( M )
147*>         On entry, VL(1:NL+1) contains the  last components of all
148*>         right singular vectors of the upper block; and VL(NL+2:M)
149*>         contains the last components of all right singular vectors of
150*>         the lower block. On exit, VL contains the last components of
151*>         all right singular vectors of the bidiagonal matrix.
152*> \endverbatim
153*>
154*> \param[in,out] ALPHA
155*> \verbatim
156*>          ALPHA is DOUBLE PRECISION
157*>         Contains the diagonal element associated with the added row.
158*> \endverbatim
159*>
160*> \param[in,out] BETA
161*> \verbatim
162*>          BETA is DOUBLE PRECISION
163*>         Contains the off-diagonal element associated with the added
164*>         row.
165*> \endverbatim
166*>
167*> \param[in,out] IDXQ
168*> \verbatim
169*>          IDXQ is INTEGER array, dimension ( N )
170*>         This contains the permutation which will reintegrate the
171*>         subproblem just solved back into sorted order, i.e.
172*>         D( IDXQ( I = 1, N ) ) will be in ascending order.
173*> \endverbatim
174*>
175*> \param[out] PERM
176*> \verbatim
177*>          PERM is INTEGER array, dimension ( N )
178*>         The permutations (from deflation and sorting) to be applied
179*>         to each block. Not referenced if ICOMPQ = 0.
180*> \endverbatim
181*>
182*> \param[out] GIVPTR
183*> \verbatim
184*>          GIVPTR is INTEGER
185*>         The number of Givens rotations which took place in this
186*>         subproblem. Not referenced if ICOMPQ = 0.
187*> \endverbatim
188*>
189*> \param[out] GIVCOL
190*> \verbatim
191*>          GIVCOL is INTEGER array, dimension ( LDGCOL, 2 )
192*>         Each pair of numbers indicates a pair of columns to take place
193*>         in a Givens rotation. Not referenced if ICOMPQ = 0.
194*> \endverbatim
195*>
196*> \param[in] LDGCOL
197*> \verbatim
198*>          LDGCOL is INTEGER
199*>         leading dimension of GIVCOL, must be at least N.
200*> \endverbatim
201*>
202*> \param[out] GIVNUM
203*> \verbatim
204*>          GIVNUM is DOUBLE PRECISION array, dimension ( LDGNUM, 2 )
205*>         Each number indicates the C or S value to be used in the
206*>         corresponding Givens rotation. Not referenced if ICOMPQ = 0.
207*> \endverbatim
208*>
209*> \param[in] LDGNUM
210*> \verbatim
211*>          LDGNUM is INTEGER
212*>         The leading dimension of GIVNUM and POLES, must be at least N.
213*> \endverbatim
214*>
215*> \param[out] POLES
216*> \verbatim
217*>          POLES is DOUBLE PRECISION array, dimension ( LDGNUM, 2 )
218*>         On exit, POLES(1,*) is an array containing the new singular
219*>         values obtained from solving the secular equation, and
220*>         POLES(2,*) is an array containing the poles in the secular
221*>         equation. Not referenced if ICOMPQ = 0.
222*> \endverbatim
223*>
224*> \param[out] DIFL
225*> \verbatim
226*>          DIFL is DOUBLE PRECISION array, dimension ( N )
227*>         On exit, DIFL(I) is the distance between I-th updated
228*>         (undeflated) singular value and the I-th (undeflated) old
229*>         singular value.
230*> \endverbatim
231*>
232*> \param[out] DIFR
233*> \verbatim
234*>          DIFR is DOUBLE PRECISION array,
235*>                   dimension ( LDDIFR, 2 ) if ICOMPQ = 1 and
236*>                   dimension ( K ) if ICOMPQ = 0.
237*>          On exit, DIFR(I,1) = D(I) - DSIGMA(I+1), DIFR(K,1) is not
238*>          defined and will not be referenced.
239*>
240*>          If ICOMPQ = 1, DIFR(1:K,2) is an array containing the
241*>          normalizing factors for the right singular vector matrix.
242*>
243*>         See DLASD8 for details on DIFL and DIFR.
244*> \endverbatim
245*>
246*> \param[out] Z
247*> \verbatim
248*>          Z is DOUBLE PRECISION array, dimension ( M )
249*>         The first elements of this array contain the components
250*>         of the deflation-adjusted updating row vector.
251*> \endverbatim
252*>
253*> \param[out] K
254*> \verbatim
255*>          K is INTEGER
256*>         Contains the dimension of the non-deflated matrix,
257*>         This is the order of the related secular equation. 1 <= K <=N.
258*> \endverbatim
259*>
260*> \param[out] C
261*> \verbatim
262*>          C is DOUBLE PRECISION
263*>         C contains garbage if SQRE =0 and the C-value of a Givens
264*>         rotation related to the right null space if SQRE = 1.
265*> \endverbatim
266*>
267*> \param[out] S
268*> \verbatim
269*>          S is DOUBLE PRECISION
270*>         S contains garbage if SQRE =0 and the S-value of a Givens
271*>         rotation related to the right null space if SQRE = 1.
272*> \endverbatim
273*>
274*> \param[out] WORK
275*> \verbatim
276*>          WORK is DOUBLE PRECISION array, dimension ( 4 * M )
277*> \endverbatim
278*>
279*> \param[out] IWORK
280*> \verbatim
281*>          IWORK is INTEGER array, dimension ( 3 * N )
282*> \endverbatim
283*>
284*> \param[out] INFO
285*> \verbatim
286*>          INFO is INTEGER
287*>          = 0:  successful exit.
288*>          < 0:  if INFO = -i, the i-th argument had an illegal value.
289*>          > 0:  if INFO = 1, a singular value did not converge
290*> \endverbatim
291*
292*  Authors:
293*  ========
294*
295*> \author Univ. of Tennessee
296*> \author Univ. of California Berkeley
297*> \author Univ. of Colorado Denver
298*> \author NAG Ltd.
299*
300*> \ingroup OTHERauxiliary
301*
302*> \par Contributors:
303*  ==================
304*>
305*>     Ming Gu and Huan Ren, Computer Science Division, University of
306*>     California at Berkeley, USA
307*>
308*  =====================================================================
309      SUBROUTINE DLASD6( ICOMPQ, NL, NR, SQRE, D, VF, VL, ALPHA, BETA,
310     $                   IDXQ, PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM,
311     $                   LDGNUM, POLES, DIFL, DIFR, Z, K, C, S, WORK,
312     $                   IWORK, INFO )
313*
314*  -- LAPACK auxiliary routine --
315*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
316*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
317*
318*     .. Scalar Arguments ..
319      INTEGER            GIVPTR, ICOMPQ, INFO, K, LDGCOL, LDGNUM, NL,
320     $                   NR, SQRE
321      DOUBLE PRECISION   ALPHA, BETA, C, S
322*     ..
323*     .. Array Arguments ..
324      INTEGER            GIVCOL( LDGCOL, * ), IDXQ( * ), IWORK( * ),
325     $                   PERM( * )
326      DOUBLE PRECISION   D( * ), DIFL( * ), DIFR( * ),
327     $                   GIVNUM( LDGNUM, * ), POLES( LDGNUM, * ),
328     $                   VF( * ), VL( * ), WORK( * ), Z( * )
329*     ..
330*
331*  =====================================================================
332*
333*     .. Parameters ..
334      DOUBLE PRECISION   ONE, ZERO
335      PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
336*     ..
337*     .. Local Scalars ..
338      INTEGER            I, IDX, IDXC, IDXP, ISIGMA, IVFW, IVLW, IW, M,
339     $                   N, N1, N2
340      DOUBLE PRECISION   ORGNRM
341*     ..
342*     .. External Subroutines ..
343      EXTERNAL           DCOPY, DLAMRG, DLASCL, DLASD7, DLASD8, XERBLA
344*     ..
345*     .. Intrinsic Functions ..
346      INTRINSIC          ABS, MAX
347*     ..
348*     .. Executable Statements ..
349*
350*     Test the input parameters.
351*
352      INFO = 0
353      N = NL + NR + 1
354      M = N + SQRE
355*
356      IF( ( ICOMPQ.LT.0 ) .OR. ( ICOMPQ.GT.1 ) ) THEN
357         INFO = -1
358      ELSE IF( NL.LT.1 ) THEN
359         INFO = -2
360      ELSE IF( NR.LT.1 ) THEN
361         INFO = -3
362      ELSE IF( ( SQRE.LT.0 ) .OR. ( SQRE.GT.1 ) ) THEN
363         INFO = -4
364      ELSE IF( LDGCOL.LT.N ) THEN
365         INFO = -14
366      ELSE IF( LDGNUM.LT.N ) THEN
367         INFO = -16
368      END IF
369      IF( INFO.NE.0 ) THEN
370         CALL XERBLA( 'DLASD6', -INFO )
371         RETURN
372      END IF
373*
374*     The following values are for bookkeeping purposes only.  They are
375*     integer pointers which indicate the portion of the workspace
376*     used by a particular array in DLASD7 and DLASD8.
377*
378      ISIGMA = 1
379      IW = ISIGMA + N
380      IVFW = IW + M
381      IVLW = IVFW + M
382*
383      IDX = 1
384      IDXC = IDX + N
385      IDXP = IDXC + N
386*
387*     Scale.
388*
389      ORGNRM = MAX( ABS( ALPHA ), ABS( BETA ) )
390      D( NL+1 ) = ZERO
391      DO 10 I = 1, N
392         IF( ABS( D( I ) ).GT.ORGNRM ) THEN
393            ORGNRM = ABS( D( I ) )
394         END IF
395   10 CONTINUE
396      CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, N, 1, D, N, INFO )
397      ALPHA = ALPHA / ORGNRM
398      BETA = BETA / ORGNRM
399*
400*     Sort and Deflate singular values.
401*
402      CALL DLASD7( ICOMPQ, NL, NR, SQRE, K, D, Z, WORK( IW ), VF,
403     $             WORK( IVFW ), VL, WORK( IVLW ), ALPHA, BETA,
404     $             WORK( ISIGMA ), IWORK( IDX ), IWORK( IDXP ), IDXQ,
405     $             PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM, C, S,
406     $             INFO )
407*
408*     Solve Secular Equation, compute DIFL, DIFR, and update VF, VL.
409*
410      CALL DLASD8( ICOMPQ, K, D, Z, VF, VL, DIFL, DIFR, LDGNUM,
411     $             WORK( ISIGMA ), WORK( IW ), INFO )
412*
413*     Report the possible convergence failure.
414*
415      IF( INFO.NE.0 ) THEN
416         RETURN
417      END IF
418*
419*     Save the poles if ICOMPQ = 1.
420*
421      IF( ICOMPQ.EQ.1 ) THEN
422         CALL DCOPY( K, D, 1, POLES( 1, 1 ), 1 )
423         CALL DCOPY( K, WORK( ISIGMA ), 1, POLES( 1, 2 ), 1 )
424      END IF
425*
426*     Unscale.
427*
428      CALL DLASCL( 'G', 0, 0, ONE, ORGNRM, N, 1, D, N, INFO )
429*
430*     Prepare the IDXQ sorting permutation.
431*
432      N1 = K
433      N2 = N - K
434      CALL DLAMRG( N1, N2, D, 1, -1, IDXQ )
435*
436      RETURN
437*
438*     End of DLASD6
439*
440      END
441