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dlarfgp.f 6.5 kB

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  1. *> \brief \b DLARFGP generates an elementary reflector (Householder matrix) with non-negative beta.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLARFGP + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlarfgp.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlarfgp.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlarfgp.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLARFGP( N, ALPHA, X, INCX, TAU )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INCX, N
  25. * DOUBLE PRECISION ALPHA, TAU
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION X( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DLARFGP generates a real elementary reflector H of order n, such
  38. *> that
  39. *>
  40. *> H * ( alpha ) = ( beta ), H**T * H = I.
  41. *> ( x ) ( 0 )
  42. *>
  43. *> where alpha and beta are scalars, beta is non-negative, and x is
  44. *> an (n-1)-element real vector. H is represented in the form
  45. *>
  46. *> H = I - tau * ( 1 ) * ( 1 v**T ) ,
  47. *> ( v )
  48. *>
  49. *> where tau is a real scalar and v is a real (n-1)-element
  50. *> vector.
  51. *>
  52. *> If the elements of x are all zero, then tau = 0 and H is taken to be
  53. *> the unit matrix.
  54. *> \endverbatim
  55. *
  56. * Arguments:
  57. * ==========
  58. *
  59. *> \param[in] N
  60. *> \verbatim
  61. *> N is INTEGER
  62. *> The order of the elementary reflector.
  63. *> \endverbatim
  64. *>
  65. *> \param[in,out] ALPHA
  66. *> \verbatim
  67. *> ALPHA is DOUBLE PRECISION
  68. *> On entry, the value alpha.
  69. *> On exit, it is overwritten with the value beta.
  70. *> \endverbatim
  71. *>
  72. *> \param[in,out] X
  73. *> \verbatim
  74. *> X is DOUBLE PRECISION array, dimension
  75. *> (1+(N-2)*abs(INCX))
  76. *> On entry, the vector x.
  77. *> On exit, it is overwritten with the vector v.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] INCX
  81. *> \verbatim
  82. *> INCX is INTEGER
  83. *> The increment between elements of X. INCX > 0.
  84. *> \endverbatim
  85. *>
  86. *> \param[out] TAU
  87. *> \verbatim
  88. *> TAU is DOUBLE PRECISION
  89. *> The value tau.
  90. *> \endverbatim
  91. *
  92. * Authors:
  93. * ========
  94. *
  95. *> \author Univ. of Tennessee
  96. *> \author Univ. of California Berkeley
  97. *> \author Univ. of Colorado Denver
  98. *> \author NAG Ltd.
  99. *
  100. *> \date November 2017
  101. *
  102. *> \ingroup doubleOTHERauxiliary
  103. *
  104. * =====================================================================
  105. SUBROUTINE DLARFGP( N, ALPHA, X, INCX, TAU )
  106. *
  107. * -- LAPACK auxiliary routine (version 3.8.0) --
  108. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  109. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  110. * November 2017
  111. *
  112. * .. Scalar Arguments ..
  113. INTEGER INCX, N
  114. DOUBLE PRECISION ALPHA, TAU
  115. * ..
  116. * .. Array Arguments ..
  117. DOUBLE PRECISION X( * )
  118. * ..
  119. *
  120. * =====================================================================
  121. *
  122. * .. Parameters ..
  123. DOUBLE PRECISION TWO, ONE, ZERO
  124. PARAMETER ( TWO = 2.0D+0, ONE = 1.0D+0, ZERO = 0.0D+0 )
  125. * ..
  126. * .. Local Scalars ..
  127. INTEGER J, KNT
  128. DOUBLE PRECISION BETA, BIGNUM, SAVEALPHA, SMLNUM, XNORM
  129. * ..
  130. * .. External Functions ..
  131. DOUBLE PRECISION DLAMCH, DLAPY2, DNRM2
  132. EXTERNAL DLAMCH, DLAPY2, DNRM2
  133. * ..
  134. * .. Intrinsic Functions ..
  135. INTRINSIC ABS, SIGN
  136. * ..
  137. * .. External Subroutines ..
  138. EXTERNAL DSCAL
  139. * ..
  140. * .. Executable Statements ..
  141. *
  142. IF( N.LE.0 ) THEN
  143. TAU = ZERO
  144. RETURN
  145. END IF
  146. *
  147. XNORM = DNRM2( N-1, X, INCX )
  148. *
  149. IF( XNORM.EQ.ZERO ) THEN
  150. *
  151. * H = [+/-1, 0; I], sign chosen so ALPHA >= 0
  152. *
  153. IF( ALPHA.GE.ZERO ) THEN
  154. * When TAU.eq.ZERO, the vector is special-cased to be
  155. * all zeros in the application routines. We do not need
  156. * to clear it.
  157. TAU = ZERO
  158. ELSE
  159. * However, the application routines rely on explicit
  160. * zero checks when TAU.ne.ZERO, and we must clear X.
  161. TAU = TWO
  162. DO J = 1, N-1
  163. X( 1 + (J-1)*INCX ) = 0
  164. END DO
  165. ALPHA = -ALPHA
  166. END IF
  167. ELSE
  168. *
  169. * general case
  170. *
  171. BETA = SIGN( DLAPY2( ALPHA, XNORM ), ALPHA )
  172. SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'E' )
  173. KNT = 0
  174. IF( ABS( BETA ).LT.SMLNUM ) THEN
  175. *
  176. * XNORM, BETA may be inaccurate; scale X and recompute them
  177. *
  178. BIGNUM = ONE / SMLNUM
  179. 10 CONTINUE
  180. KNT = KNT + 1
  181. CALL DSCAL( N-1, BIGNUM, X, INCX )
  182. BETA = BETA*BIGNUM
  183. ALPHA = ALPHA*BIGNUM
  184. IF( (ABS( BETA ).LT.SMLNUM) .AND. (KNT .LT. 20) )
  185. $ GO TO 10
  186. *
  187. * New BETA is at most 1, at least SMLNUM
  188. *
  189. XNORM = DNRM2( N-1, X, INCX )
  190. BETA = SIGN( DLAPY2( ALPHA, XNORM ), ALPHA )
  191. END IF
  192. SAVEALPHA = ALPHA
  193. ALPHA = ALPHA + BETA
  194. IF( BETA.LT.ZERO ) THEN
  195. BETA = -BETA
  196. TAU = -ALPHA / BETA
  197. ELSE
  198. ALPHA = XNORM * (XNORM/ALPHA)
  199. TAU = ALPHA / BETA
  200. ALPHA = -ALPHA
  201. END IF
  202. *
  203. IF ( ABS(TAU).LE.SMLNUM ) THEN
  204. *
  205. * In the case where the computed TAU ends up being a denormalized number,
  206. * it loses relative accuracy. This is a BIG problem. Solution: flush TAU
  207. * to ZERO. This explains the next IF statement.
  208. *
  209. * (Bug report provided by Pat Quillen from MathWorks on Jul 29, 2009.)
  210. * (Thanks Pat. Thanks MathWorks.)
  211. *
  212. IF( SAVEALPHA.GE.ZERO ) THEN
  213. TAU = ZERO
  214. ELSE
  215. TAU = TWO
  216. DO J = 1, N-1
  217. X( 1 + (J-1)*INCX ) = 0
  218. END DO
  219. BETA = -SAVEALPHA
  220. END IF
  221. *
  222. ELSE
  223. *
  224. * This is the general case.
  225. *
  226. CALL DSCAL( N-1, ONE / ALPHA, X, INCX )
  227. *
  228. END IF
  229. *
  230. * If BETA is subnormal, it may lose relative accuracy
  231. *
  232. DO 20 J = 1, KNT
  233. BETA = BETA*SMLNUM
  234. 20 CONTINUE
  235. ALPHA = BETA
  236. END IF
  237. *
  238. RETURN
  239. *
  240. * End of DLARFGP
  241. *
  242. END