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authorjofret2009-04-28 07:17:00 +0000
committerjofret2009-04-28 07:17:00 +0000
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- SUBROUTINE ZLAIC1( JOB, J, X, SEST, W, GAMMA, SESTPR, S, C )
-*
-* -- LAPACK auxiliary routine (version 3.1) --
-* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
-* November 2006
-*
-* .. Scalar Arguments ..
- INTEGER J, JOB
- DOUBLE PRECISION SEST, SESTPR
- COMPLEX*16 C, GAMMA, S
-* ..
-* .. Array Arguments ..
- COMPLEX*16 W( J ), X( J )
-* ..
-*
-* Purpose
-* =======
-*
-* ZLAIC1 applies one step of incremental condition estimation in
-* its simplest version:
-*
-* Let x, twonorm(x) = 1, be an approximate singular vector of an j-by-j
-* lower triangular matrix L, such that
-* twonorm(L*x) = sest
-* Then ZLAIC1 computes sestpr, s, c such that
-* the vector
-* [ s*x ]
-* xhat = [ c ]
-* is an approximate singular vector of
-* [ L 0 ]
-* Lhat = [ w' gamma ]
-* in the sense that
-* twonorm(Lhat*xhat) = sestpr.
-*
-* Depending on JOB, an estimate for the largest or smallest singular
-* value is computed.
-*
-* Note that [s c]' and sestpr**2 is an eigenpair of the system
-*
-* diag(sest*sest, 0) + [alpha gamma] * [ conjg(alpha) ]
-* [ conjg(gamma) ]
-*
-* where alpha = conjg(x)'*w.
-*
-* Arguments
-* =========
-*
-* JOB (input) INTEGER
-* = 1: an estimate for the largest singular value is computed.
-* = 2: an estimate for the smallest singular value is computed.
-*
-* J (input) INTEGER
-* Length of X and W
-*
-* X (input) COMPLEX*16 array, dimension (J)
-* The j-vector x.
-*
-* SEST (input) DOUBLE PRECISION
-* Estimated singular value of j by j matrix L
-*
-* W (input) COMPLEX*16 array, dimension (J)
-* The j-vector w.
-*
-* GAMMA (input) COMPLEX*16
-* The diagonal element gamma.
-*
-* SESTPR (output) DOUBLE PRECISION
-* Estimated singular value of (j+1) by (j+1) matrix Lhat.
-*
-* S (output) COMPLEX*16
-* Sine needed in forming xhat.
-*
-* C (output) COMPLEX*16
-* Cosine needed in forming xhat.
-*
-* =====================================================================
-*
-* .. Parameters ..
- DOUBLE PRECISION ZERO, ONE, TWO
- PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
- DOUBLE PRECISION HALF, FOUR
- PARAMETER ( HALF = 0.5D0, FOUR = 4.0D0 )
-* ..
-* .. Local Scalars ..
- DOUBLE PRECISION ABSALP, ABSEST, ABSGAM, B, EPS, NORMA, S1, S2,
- $ SCL, T, TEST, TMP, ZETA1, ZETA2
- COMPLEX*16 ALPHA, COSINE, SINE
-* ..
-* .. Intrinsic Functions ..
- INTRINSIC ABS, DCONJG, MAX, SQRT
-* ..
-* .. External Functions ..
- DOUBLE PRECISION DLAMCH
- COMPLEX*16 ZDOTC
- EXTERNAL DLAMCH, ZDOTC
-* ..
-* .. Executable Statements ..
-*
- EPS = DLAMCH( 'Epsilon' )
- ALPHA = ZDOTC( J, X, 1, W, 1 )
-*
- ABSALP = ABS( ALPHA )
- ABSGAM = ABS( GAMMA )
- ABSEST = ABS( SEST )
-*
- IF( JOB.EQ.1 ) THEN
-*
-* Estimating largest singular value
-*
-* special cases
-*
- IF( SEST.EQ.ZERO ) THEN
- S1 = MAX( ABSGAM, ABSALP )
- IF( S1.EQ.ZERO ) THEN
- S = ZERO
- C = ONE
- SESTPR = ZERO
- ELSE
- S = ALPHA / S1
- C = GAMMA / S1
- TMP = SQRT( S*DCONJG( S )+C*DCONJG( C ) )
- S = S / TMP
- C = C / TMP
- SESTPR = S1*TMP
- END IF
- RETURN
- ELSE IF( ABSGAM.LE.EPS*ABSEST ) THEN
- S = ONE
- C = ZERO
- TMP = MAX( ABSEST, ABSALP )
- S1 = ABSEST / TMP
- S2 = ABSALP / TMP
- SESTPR = TMP*SQRT( S1*S1+S2*S2 )
- RETURN
- ELSE IF( ABSALP.LE.EPS*ABSEST ) THEN
- S1 = ABSGAM
- S2 = ABSEST
- IF( S1.LE.S2 ) THEN
- S = ONE
- C = ZERO
- SESTPR = S2
- ELSE
- S = ZERO
- C = ONE
- SESTPR = S1
- END IF
- RETURN
- ELSE IF( ABSEST.LE.EPS*ABSALP .OR. ABSEST.LE.EPS*ABSGAM ) THEN
- S1 = ABSGAM
- S2 = ABSALP
- IF( S1.LE.S2 ) THEN
- TMP = S1 / S2
- SCL = SQRT( ONE+TMP*TMP )
- SESTPR = S2*SCL
- S = ( ALPHA / S2 ) / SCL
- C = ( GAMMA / S2 ) / SCL
- ELSE
- TMP = S2 / S1
- SCL = SQRT( ONE+TMP*TMP )
- SESTPR = S1*SCL
- S = ( ALPHA / S1 ) / SCL
- C = ( GAMMA / S1 ) / SCL
- END IF
- RETURN
- ELSE
-*
-* normal case
-*
- ZETA1 = ABSALP / ABSEST
- ZETA2 = ABSGAM / ABSEST
-*
- B = ( ONE-ZETA1*ZETA1-ZETA2*ZETA2 )*HALF
- C = ZETA1*ZETA1
- IF( B.GT.ZERO ) THEN
- T = C / ( B+SQRT( B*B+C ) )
- ELSE
- T = SQRT( B*B+C ) - B
- END IF
-*
- SINE = -( ALPHA / ABSEST ) / T
- COSINE = -( GAMMA / ABSEST ) / ( ONE+T )
- TMP = SQRT( SINE*DCONJG( SINE )+COSINE*DCONJG( COSINE ) )
- S = SINE / TMP
- C = COSINE / TMP
- SESTPR = SQRT( T+ONE )*ABSEST
- RETURN
- END IF
-*
- ELSE IF( JOB.EQ.2 ) THEN
-*
-* Estimating smallest singular value
-*
-* special cases
-*
- IF( SEST.EQ.ZERO ) THEN
- SESTPR = ZERO
- IF( MAX( ABSGAM, ABSALP ).EQ.ZERO ) THEN
- SINE = ONE
- COSINE = ZERO
- ELSE
- SINE = -DCONJG( GAMMA )
- COSINE = DCONJG( ALPHA )
- END IF
- S1 = MAX( ABS( SINE ), ABS( COSINE ) )
- S = SINE / S1
- C = COSINE / S1
- TMP = SQRT( S*DCONJG( S )+C*DCONJG( C ) )
- S = S / TMP
- C = C / TMP
- RETURN
- ELSE IF( ABSGAM.LE.EPS*ABSEST ) THEN
- S = ZERO
- C = ONE
- SESTPR = ABSGAM
- RETURN
- ELSE IF( ABSALP.LE.EPS*ABSEST ) THEN
- S1 = ABSGAM
- S2 = ABSEST
- IF( S1.LE.S2 ) THEN
- S = ZERO
- C = ONE
- SESTPR = S1
- ELSE
- S = ONE
- C = ZERO
- SESTPR = S2
- END IF
- RETURN
- ELSE IF( ABSEST.LE.EPS*ABSALP .OR. ABSEST.LE.EPS*ABSGAM ) THEN
- S1 = ABSGAM
- S2 = ABSALP
- IF( S1.LE.S2 ) THEN
- TMP = S1 / S2
- SCL = SQRT( ONE+TMP*TMP )
- SESTPR = ABSEST*( TMP / SCL )
- S = -( DCONJG( GAMMA ) / S2 ) / SCL
- C = ( DCONJG( ALPHA ) / S2 ) / SCL
- ELSE
- TMP = S2 / S1
- SCL = SQRT( ONE+TMP*TMP )
- SESTPR = ABSEST / SCL
- S = -( DCONJG( GAMMA ) / S1 ) / SCL
- C = ( DCONJG( ALPHA ) / S1 ) / SCL
- END IF
- RETURN
- ELSE
-*
-* normal case
-*
- ZETA1 = ABSALP / ABSEST
- ZETA2 = ABSGAM / ABSEST
-*
- NORMA = MAX( ONE+ZETA1*ZETA1+ZETA1*ZETA2,
- $ ZETA1*ZETA2+ZETA2*ZETA2 )
-*
-* See if root is closer to zero or to ONE
-*
- TEST = ONE + TWO*( ZETA1-ZETA2 )*( ZETA1+ZETA2 )
- IF( TEST.GE.ZERO ) THEN
-*
-* root is close to zero, compute directly
-*
- B = ( ZETA1*ZETA1+ZETA2*ZETA2+ONE )*HALF
- C = ZETA2*ZETA2
- T = C / ( B+SQRT( ABS( B*B-C ) ) )
- SINE = ( ALPHA / ABSEST ) / ( ONE-T )
- COSINE = -( GAMMA / ABSEST ) / T
- SESTPR = SQRT( T+FOUR*EPS*EPS*NORMA )*ABSEST
- ELSE
-*
-* root is closer to ONE, shift by that amount
-*
- B = ( ZETA2*ZETA2+ZETA1*ZETA1-ONE )*HALF
- C = ZETA1*ZETA1
- IF( B.GE.ZERO ) THEN
- T = -C / ( B+SQRT( B*B+C ) )
- ELSE
- T = B - SQRT( B*B+C )
- END IF
- SINE = -( ALPHA / ABSEST ) / T
- COSINE = -( GAMMA / ABSEST ) / ( ONE+T )
- SESTPR = SQRT( ONE+T+FOUR*EPS*EPS*NORMA )*ABSEST
- END IF
- TMP = SQRT( SINE*DCONJG( SINE )+COSINE*DCONJG( COSINE ) )
- S = SINE / TMP
- C = COSINE / TMP
- RETURN
-*
- END IF
- END IF
- RETURN
-*
-* End of ZLAIC1
-*
- END