REAL FUNCTION L7SVX(P, L, X, Y) C C *** ESTIMATE LARGEST SING. VALUE OF PACKED LOWER TRIANG. MATRIX L C C *** PARAMETER DECLARATIONS *** C INTEGER P REAL L(1), X(P), Y(P) C DIMENSION L(P*(P+1)/2) C C+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ C C *** PURPOSE *** C C THIS FUNCTION RETURNS A GOOD UNDER-ESTIMATE OF THE LARGEST C SINGULAR VALUE OF THE PACKED LOWER TRIANGULAR MATRIX L. C C *** PARAMETER DESCRIPTION *** C C P (IN) = THE ORDER OF L. L IS A P X P LOWER TRIANGULAR MATRIX. C L (IN) = ARRAY HOLDING THE ELEMENTS OF L IN ROW ORDER, I.E. C L(1,1), L(2,1), L(2,2), L(3,1), L(3,2), L(3,3), ETC. C X (OUT) IF L7SVX RETURNS A POSITIVE VALUE, THEN X = (L**T)*Y IS AN C (UNNORMALIZED) APPROXIMATE RIGHT SINGULAR VECTOR C CORRESPONDING TO THE LARGEST SINGULAR VALUE. THIS C APPROXIMATION MAY BE CRUDE. C Y (OUT) IF L7SVX RETURNS A POSITIVE VALUE, THEN Y = L*X IS A C NORMALIZED APPROXIMATE LEFT SINGULAR VECTOR CORRESPOND- C ING TO THE LARGEST SINGULAR VALUE. THIS APPROXIMATION C MAY BE VERY CRUDE. THE CALLER MAY PASS THE SAME VECTOR C FOR X AND Y (NONSTANDARD FORTRAN USAGE), IN WHICH CASE X C OVER-WRITES Y. C C *** ALGORITHM NOTES *** C C THE ALGORITHM IS BASED ON ANALOGY WITH (1). IT USES A C RANDOM NUMBER GENERATOR PROPOSED IN (4), WHICH PASSES THE C SPECTRAL TEST WITH FLYING COLORS -- SEE (2) AND (3). C C *** SUBROUTINES AND FUNCTIONS CALLED *** C C V2NRM - FUNCTION, RETURNS THE 2-NORM OF A VECTOR. C C *** REFERENCES *** C C (1) CLINE, A., MOLER, C., STEWART, G., AND WILKINSON, J.H.(1977), C AN ESTIMATE FOR THE CONDITION NUMBER OF A MATRIX, REPORT C TM-310, APPLIED MATH. DIV., ARGONNE NATIONAL LABORATORY. C C (2) HOAGLIN, D.C. (1976), THEORETICAL PROPERTIES OF CONGRUENTIAL C RANDOM-NUMBER GENERATORS -- AN EMPIRICAL VIEW, C MEMORANDUM NS-340, DEPT. OF STATISTICS, HARVARD UNIV. C C (3) KNUTH, D.E. (1969), THE ART OF COMPUTER PROGRAMMING, VOL. 2 C (SEMINUMERICAL ALGORITHMS), ADDISON-WESLEY, READING, MASS. C C (4) SMITH, C.S. (1971), MULTIPLICATIVE PSEUDO-RANDOM NUMBER C GENERATORS WITH PRIME MODULUS, J. ASSOC. COMPUT. MACH. 18, C PP. 586-593. C C *** HISTORY *** C C DESIGNED AND CODED BY DAVID M. GAY (WINTER 1977/SUMMER 1978). C C *** GENERAL *** C C THIS SUBROUTINE WAS WRITTEN IN CONNECTION WITH RESEARCH C SUPPORTED BY THE NATIONAL SCIENCE FOUNDATION UNDER GRANTS C MCS-7600324, DCR75-10143, 76-14311DSS, AND MCS76-11989. C C+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ C C *** LOCAL VARIABLES *** C INTEGER I, IX, J, JI, JJ, JJJ, JM1, J0, PM1, PPLUS1 REAL B, BLJI, SMINUS, SPLUS, T, YI C C *** CONSTANTS *** C REAL HALF, ONE, R9973, ZERO C C *** EXTERNAL FUNCTIONS AND SUBROUTINES *** C REAL D7TPR, V2NRM EXTERNAL D7TPR, V2NRM, V2AXY C C/6 C DATA HALF/0.5E+0/, ONE/1.E+0/, R9973/9973.E+0/, ZERO/0.E+0/ C/7 PARAMETER (HALF=0.5E+0, ONE=1.E+0, R9973=9973.E+0, ZERO=0.E+0) C/ C C *** BODY *** C IX = 2 PPLUS1 = P + 1 PM1 = P - 1 C C *** FIRST INITIALIZE X TO PARTIAL SUMS *** C J0 = P*PM1/2 JJ = J0 + P IX = MOD(3432*IX, 9973) B = HALF*(ONE + FLOAT(IX)/R9973) X(P) = B * L(JJ) IF (P .LE. 1) GO TO 40 DO 10 I = 1, PM1 JI = J0 + I X(I) = B * L(JI) 10 CONTINUE C C *** COMPUTE X = (L**T)*B, WHERE THE COMPONENTS OF B HAVE RANDOMLY C *** CHOSEN MAGNITUDES IN (.5,1) WITH SIGNS CHOSEN TO MAKE X LARGE. C C DO J = P-1 TO 1 BY -1... DO 30 JJJ = 1, PM1 J = P - JJJ C *** DETERMINE X(J) IN THIS ITERATION. NOTE FOR I = 1,2,...,J C *** THAT X(I) HOLDS THE CURRENT PARTIAL SUM FOR ROW I. IX = MOD(3432*IX, 9973) B = HALF*(ONE + FLOAT(IX)/R9973) JM1 = J - 1 J0 = J*JM1/2 SPLUS = ZERO SMINUS = ZERO DO 20 I = 1, J JI = J0 + I BLJI = B * L(JI) SPLUS = SPLUS + ABS(BLJI + X(I)) SMINUS = SMINUS + ABS(BLJI - X(I)) 20 CONTINUE IF (SMINUS .GT. SPLUS) B = -B X(J) = ZERO C *** UPDATE PARTIAL SUMS *** CALL V2AXY(J, X, B, L(J0+1), X) 30 CONTINUE C C *** NORMALIZE X *** C 40 T = V2NRM(P, X) IF (T .LE. ZERO) GO TO 80 T = ONE / T DO 50 I = 1, P 50 X(I) = T*X(I) C C *** COMPUTE L*X = Y AND RETURN SVMAX = TWONORM(Y) *** C DO 60 JJJ = 1, P J = PPLUS1 - JJJ JI = J*(J-1)/2 + 1 Y(J) = D7TPR(J, L(JI), X) 60 CONTINUE C C *** NORMALIZE Y AND SET X = (L**T)*Y *** C T = ONE / V2NRM(P, Y) JI = 1 DO 70 I = 1, P YI = T * Y(I) X(I) = ZERO CALL V2AXY(I, X, YI, L(JI), X) JI = JI + I 70 CONTINUE L7SVX = V2NRM(P, X) GO TO 999 C 80 L7SVX = ZERO C 999 RETURN C *** LAST CARD OF L7SVX FOLLOWS *** END .