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dlapll.f 4.3 kB

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  1. *> \brief \b DLAPLL measures the linear dependence of two vectors.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLAPLL + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlapll.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlapll.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlapll.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLAPLL( N, X, INCX, Y, INCY, SSMIN )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INCX, INCY, N
  25. * DOUBLE PRECISION SSMIN
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION X( * ), Y( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> Given two column vectors X and Y, let
  38. *>
  39. *> A = ( X Y ).
  40. *>
  41. *> The subroutine first computes the QR factorization of A = Q*R,
  42. *> and then computes the SVD of the 2-by-2 upper triangular matrix R.
  43. *> The smaller singular value of R is returned in SSMIN, which is used
  44. *> as the measurement of the linear dependency of the vectors X and Y.
  45. *> \endverbatim
  46. *
  47. * Arguments:
  48. * ==========
  49. *
  50. *> \param[in] N
  51. *> \verbatim
  52. *> N is INTEGER
  53. *> The length of the vectors X and Y.
  54. *> \endverbatim
  55. *>
  56. *> \param[in,out] X
  57. *> \verbatim
  58. *> X is DOUBLE PRECISION array,
  59. *> dimension (1+(N-1)*INCX)
  60. *> On entry, X contains the N-vector X.
  61. *> On exit, X is overwritten.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] INCX
  65. *> \verbatim
  66. *> INCX is INTEGER
  67. *> The increment between successive elements of X. INCX > 0.
  68. *> \endverbatim
  69. *>
  70. *> \param[in,out] Y
  71. *> \verbatim
  72. *> Y is DOUBLE PRECISION array,
  73. *> dimension (1+(N-1)*INCY)
  74. *> On entry, Y contains the N-vector Y.
  75. *> On exit, Y is overwritten.
  76. *> \endverbatim
  77. *>
  78. *> \param[in] INCY
  79. *> \verbatim
  80. *> INCY is INTEGER
  81. *> The increment between successive elements of Y. INCY > 0.
  82. *> \endverbatim
  83. *>
  84. *> \param[out] SSMIN
  85. *> \verbatim
  86. *> SSMIN is DOUBLE PRECISION
  87. *> The smallest singular value of the N-by-2 matrix A = ( X Y ).
  88. *> \endverbatim
  89. *
  90. * Authors:
  91. * ========
  92. *
  93. *> \author Univ. of Tennessee
  94. *> \author Univ. of California Berkeley
  95. *> \author Univ. of Colorado Denver
  96. *> \author NAG Ltd.
  97. *
  98. *> \date December 2016
  99. *
  100. *> \ingroup doubleOTHERauxiliary
  101. *
  102. * =====================================================================
  103. SUBROUTINE DLAPLL( N, X, INCX, Y, INCY, SSMIN )
  104. *
  105. * -- LAPACK auxiliary routine (version 3.7.0) --
  106. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  107. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  108. * December 2016
  109. *
  110. * .. Scalar Arguments ..
  111. INTEGER INCX, INCY, N
  112. DOUBLE PRECISION SSMIN
  113. * ..
  114. * .. Array Arguments ..
  115. DOUBLE PRECISION X( * ), Y( * )
  116. * ..
  117. *
  118. * =====================================================================
  119. *
  120. * .. Parameters ..
  121. DOUBLE PRECISION ZERO, ONE
  122. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  123. * ..
  124. * .. Local Scalars ..
  125. DOUBLE PRECISION A11, A12, A22, C, SSMAX, TAU
  126. * ..
  127. * .. External Functions ..
  128. DOUBLE PRECISION DDOT
  129. EXTERNAL DDOT
  130. * ..
  131. * .. External Subroutines ..
  132. EXTERNAL DAXPY, DLARFG, DLAS2
  133. * ..
  134. * .. Executable Statements ..
  135. *
  136. * Quick return if possible
  137. *
  138. IF( N.LE.1 ) THEN
  139. SSMIN = ZERO
  140. RETURN
  141. END IF
  142. *
  143. * Compute the QR factorization of the N-by-2 matrix ( X Y )
  144. *
  145. CALL DLARFG( N, X( 1 ), X( 1+INCX ), INCX, TAU )
  146. A11 = X( 1 )
  147. X( 1 ) = ONE
  148. *
  149. C = -TAU*DDOT( N, X, INCX, Y, INCY )
  150. CALL DAXPY( N, C, X, INCX, Y, INCY )
  151. *
  152. CALL DLARFG( N-1, Y( 1+INCY ), Y( 1+2*INCY ), INCY, TAU )
  153. *
  154. A12 = Y( 1 )
  155. A22 = Y( 1+INCY )
  156. *
  157. * Compute the SVD of 2-by-2 Upper triangular matrix.
  158. *
  159. CALL DLAS2( A11, A12, A22, SSMIN, SSMAX )
  160. *
  161. RETURN
  162. *
  163. * End of DLAPLL
  164. *
  165. END