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claror.f 11 kB

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  1. *> \brief \b CLAROR
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * SUBROUTINE CLAROR( SIDE, INIT, M, N, A, LDA, ISEED, X, INFO )
  12. *
  13. * .. Scalar Arguments ..
  14. * CHARACTER INIT, SIDE
  15. * INTEGER INFO, LDA, M, N
  16. * ..
  17. * .. Array Arguments ..
  18. * INTEGER ISEED( 4 )
  19. * COMPLEX A( LDA, * ), X( * )
  20. * ..
  21. *
  22. *
  23. *> \par Purpose:
  24. * =============
  25. *>
  26. *> \verbatim
  27. *>
  28. *> CLAROR pre- or post-multiplies an M by N matrix A by a random
  29. *> unitary matrix U, overwriting A. A may optionally be
  30. *> initialized to the identity matrix before multiplying by U.
  31. *> U is generated using the method of G.W. Stewart
  32. *> ( SIAM J. Numer. Anal. 17, 1980, pp. 403-409 ).
  33. *> (BLAS-2 version)
  34. *> \endverbatim
  35. *
  36. * Arguments:
  37. * ==========
  38. *
  39. *> \param[in] SIDE
  40. *> \verbatim
  41. *> SIDE is CHARACTER*1
  42. *> SIDE specifies whether A is multiplied on the left or right
  43. *> by U.
  44. *> SIDE = 'L' Multiply A on the left (premultiply) by U
  45. *> SIDE = 'R' Multiply A on the right (postmultiply) by UC> SIDE = 'C' Multiply A on the left by U and the right by UC> SIDE = 'T' Multiply A on the left by U and the right by U'
  46. *> Not modified.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] INIT
  50. *> \verbatim
  51. *> INIT is CHARACTER*1
  52. *> INIT specifies whether or not A should be initialized to
  53. *> the identity matrix.
  54. *> INIT = 'I' Initialize A to (a section of) the
  55. *> identity matrix before applying U.
  56. *> INIT = 'N' No initialization. Apply U to the
  57. *> input matrix A.
  58. *>
  59. *> INIT = 'I' may be used to generate square (i.e., unitary)
  60. *> or rectangular orthogonal matrices (orthogonality being
  61. *> in the sense of CDOTC):
  62. *>
  63. *> For square matrices, M=N, and SIDE many be either 'L' or
  64. *> 'R'; the rows will be orthogonal to each other, as will the
  65. *> columns.
  66. *> For rectangular matrices where M < N, SIDE = 'R' will
  67. *> produce a dense matrix whose rows will be orthogonal and
  68. *> whose columns will not, while SIDE = 'L' will produce a
  69. *> matrix whose rows will be orthogonal, and whose first M
  70. *> columns will be orthogonal, the remaining columns being
  71. *> zero.
  72. *> For matrices where M > N, just use the previous
  73. *> explanation, interchanging 'L' and 'R' and "rows" and
  74. *> "columns".
  75. *>
  76. *> Not modified.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] M
  80. *> \verbatim
  81. *> M is INTEGER
  82. *> Number of rows of A. Not modified.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] N
  86. *> \verbatim
  87. *> N is INTEGER
  88. *> Number of columns of A. Not modified.
  89. *> \endverbatim
  90. *>
  91. *> \param[in,out] A
  92. *> \verbatim
  93. *> A is COMPLEX array, dimension ( LDA, N )
  94. *> Input and output array. Overwritten by U A ( if SIDE = 'L' )
  95. *> or by A U ( if SIDE = 'R' )
  96. *> or by U A U* ( if SIDE = 'C')
  97. *> or by U A U' ( if SIDE = 'T') on exit.
  98. *> \endverbatim
  99. *>
  100. *> \param[in] LDA
  101. *> \verbatim
  102. *> LDA is INTEGER
  103. *> Leading dimension of A. Must be at least MAX ( 1, M ).
  104. *> Not modified.
  105. *> \endverbatim
  106. *>
  107. *> \param[in,out] ISEED
  108. *> \verbatim
  109. *> ISEED is INTEGER array, dimension ( 4 )
  110. *> On entry ISEED specifies the seed of the random number
  111. *> generator. The array elements should be between 0 and 4095;
  112. *> if not they will be reduced mod 4096. Also, ISEED(4) must
  113. *> be odd. The random number generator uses a linear
  114. *> congruential sequence limited to small integers, and so
  115. *> should produce machine independent random numbers. The
  116. *> values of ISEED are changed on exit, and can be used in the
  117. *> next call to CLAROR to continue the same random number
  118. *> sequence.
  119. *> Modified.
  120. *> \endverbatim
  121. *>
  122. *> \param[out] X
  123. *> \verbatim
  124. *> X is COMPLEX array, dimension ( 3*MAX( M, N ) )
  125. *> Workspace. Of length:
  126. *> 2*M + N if SIDE = 'L',
  127. *> 2*N + M if SIDE = 'R',
  128. *> 3*N if SIDE = 'C' or 'T'.
  129. *> Modified.
  130. *> \endverbatim
  131. *>
  132. *> \param[out] INFO
  133. *> \verbatim
  134. *> INFO is INTEGER
  135. *> An error flag. It is set to:
  136. *> 0 if no error.
  137. *> 1 if CLARND returned a bad random number (installation
  138. *> problem)
  139. *> -1 if SIDE is not L, R, C, or T.
  140. *> -3 if M is negative.
  141. *> -4 if N is negative or if SIDE is C or T and N is not equal
  142. *> to M.
  143. *> -6 if LDA is less than M.
  144. *> \endverbatim
  145. *
  146. * Authors:
  147. * ========
  148. *
  149. *> \author Univ. of Tennessee
  150. *> \author Univ. of California Berkeley
  151. *> \author Univ. of Colorado Denver
  152. *> \author NAG Ltd.
  153. *
  154. *> \date December 2016
  155. *
  156. *> \ingroup complex_matgen
  157. *
  158. * =====================================================================
  159. SUBROUTINE CLAROR( SIDE, INIT, M, N, A, LDA, ISEED, X, INFO )
  160. *
  161. * -- LAPACK auxiliary routine (version 3.7.0) --
  162. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  163. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  164. * December 2016
  165. *
  166. * .. Scalar Arguments ..
  167. CHARACTER INIT, SIDE
  168. INTEGER INFO, LDA, M, N
  169. * ..
  170. * .. Array Arguments ..
  171. INTEGER ISEED( 4 )
  172. COMPLEX A( LDA, * ), X( * )
  173. * ..
  174. *
  175. * =====================================================================
  176. *
  177. * .. Parameters ..
  178. REAL ZERO, ONE, TOOSML
  179. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0,
  180. $ TOOSML = 1.0E-20 )
  181. COMPLEX CZERO, CONE
  182. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
  183. $ CONE = ( 1.0E+0, 0.0E+0 ) )
  184. * ..
  185. * .. Local Scalars ..
  186. INTEGER IROW, ITYPE, IXFRM, J, JCOL, KBEG, NXFRM
  187. REAL FACTOR, XABS, XNORM
  188. COMPLEX CSIGN, XNORMS
  189. * ..
  190. * .. External Functions ..
  191. LOGICAL LSAME
  192. REAL SCNRM2
  193. COMPLEX CLARND
  194. EXTERNAL LSAME, SCNRM2, CLARND
  195. * ..
  196. * .. External Subroutines ..
  197. EXTERNAL CGEMV, CGERC, CLACGV, CLASET, CSCAL, XERBLA
  198. * ..
  199. * .. Intrinsic Functions ..
  200. INTRINSIC ABS, CMPLX, CONJG
  201. * ..
  202. * .. Executable Statements ..
  203. *
  204. INFO = 0
  205. IF( N.EQ.0 .OR. M.EQ.0 )
  206. $ RETURN
  207. *
  208. ITYPE = 0
  209. IF( LSAME( SIDE, 'L' ) ) THEN
  210. ITYPE = 1
  211. ELSE IF( LSAME( SIDE, 'R' ) ) THEN
  212. ITYPE = 2
  213. ELSE IF( LSAME( SIDE, 'C' ) ) THEN
  214. ITYPE = 3
  215. ELSE IF( LSAME( SIDE, 'T' ) ) THEN
  216. ITYPE = 4
  217. END IF
  218. *
  219. * Check for argument errors.
  220. *
  221. IF( ITYPE.EQ.0 ) THEN
  222. INFO = -1
  223. ELSE IF( M.LT.0 ) THEN
  224. INFO = -3
  225. ELSE IF( N.LT.0 .OR. ( ITYPE.EQ.3 .AND. N.NE.M ) ) THEN
  226. INFO = -4
  227. ELSE IF( LDA.LT.M ) THEN
  228. INFO = -6
  229. END IF
  230. IF( INFO.NE.0 ) THEN
  231. CALL XERBLA( 'CLAROR', -INFO )
  232. RETURN
  233. END IF
  234. *
  235. IF( ITYPE.EQ.1 ) THEN
  236. NXFRM = M
  237. ELSE
  238. NXFRM = N
  239. END IF
  240. *
  241. * Initialize A to the identity matrix if desired
  242. *
  243. IF( LSAME( INIT, 'I' ) )
  244. $ CALL CLASET( 'Full', M, N, CZERO, CONE, A, LDA )
  245. *
  246. * If no rotation possible, still multiply by
  247. * a random complex number from the circle |x| = 1
  248. *
  249. * 2) Compute Rotation by computing Householder
  250. * Transformations H(2), H(3), ..., H(n). Note that the
  251. * order in which they are computed is irrelevant.
  252. *
  253. DO 40 J = 1, NXFRM
  254. X( J ) = CZERO
  255. 40 CONTINUE
  256. *
  257. DO 60 IXFRM = 2, NXFRM
  258. KBEG = NXFRM - IXFRM + 1
  259. *
  260. * Generate independent normal( 0, 1 ) random numbers
  261. *
  262. DO 50 J = KBEG, NXFRM
  263. X( J ) = CLARND( 3, ISEED )
  264. 50 CONTINUE
  265. *
  266. * Generate a Householder transformation from the random vector X
  267. *
  268. XNORM = SCNRM2( IXFRM, X( KBEG ), 1 )
  269. XABS = ABS( X( KBEG ) )
  270. IF( XABS.NE.CZERO ) THEN
  271. CSIGN = X( KBEG ) / XABS
  272. ELSE
  273. CSIGN = CONE
  274. END IF
  275. XNORMS = CSIGN*XNORM
  276. X( NXFRM+KBEG ) = -CSIGN
  277. FACTOR = XNORM*( XNORM+XABS )
  278. IF( ABS( FACTOR ).LT.TOOSML ) THEN
  279. INFO = 1
  280. CALL XERBLA( 'CLAROR', -INFO )
  281. RETURN
  282. ELSE
  283. FACTOR = ONE / FACTOR
  284. END IF
  285. X( KBEG ) = X( KBEG ) + XNORMS
  286. *
  287. * Apply Householder transformation to A
  288. *
  289. IF( ITYPE.EQ.1 .OR. ITYPE.EQ.3 .OR. ITYPE.EQ.4 ) THEN
  290. *
  291. * Apply H(k) on the left of A
  292. *
  293. CALL CGEMV( 'C', IXFRM, N, CONE, A( KBEG, 1 ), LDA,
  294. $ X( KBEG ), 1, CZERO, X( 2*NXFRM+1 ), 1 )
  295. CALL CGERC( IXFRM, N, -CMPLX( FACTOR ), X( KBEG ), 1,
  296. $ X( 2*NXFRM+1 ), 1, A( KBEG, 1 ), LDA )
  297. *
  298. END IF
  299. *
  300. IF( ITYPE.GE.2 .AND. ITYPE.LE.4 ) THEN
  301. *
  302. * Apply H(k)* (or H(k)') on the right of A
  303. *
  304. IF( ITYPE.EQ.4 ) THEN
  305. CALL CLACGV( IXFRM, X( KBEG ), 1 )
  306. END IF
  307. *
  308. CALL CGEMV( 'N', M, IXFRM, CONE, A( 1, KBEG ), LDA,
  309. $ X( KBEG ), 1, CZERO, X( 2*NXFRM+1 ), 1 )
  310. CALL CGERC( M, IXFRM, -CMPLX( FACTOR ), X( 2*NXFRM+1 ), 1,
  311. $ X( KBEG ), 1, A( 1, KBEG ), LDA )
  312. *
  313. END IF
  314. 60 CONTINUE
  315. *
  316. X( 1 ) = CLARND( 3, ISEED )
  317. XABS = ABS( X( 1 ) )
  318. IF( XABS.NE.ZERO ) THEN
  319. CSIGN = X( 1 ) / XABS
  320. ELSE
  321. CSIGN = CONE
  322. END IF
  323. X( 2*NXFRM ) = CSIGN
  324. *
  325. * Scale the matrix A by D.
  326. *
  327. IF( ITYPE.EQ.1 .OR. ITYPE.EQ.3 .OR. ITYPE.EQ.4 ) THEN
  328. DO 70 IROW = 1, M
  329. CALL CSCAL( N, CONJG( X( NXFRM+IROW ) ), A( IROW, 1 ), LDA )
  330. 70 CONTINUE
  331. END IF
  332. *
  333. IF( ITYPE.EQ.2 .OR. ITYPE.EQ.3 ) THEN
  334. DO 80 JCOL = 1, N
  335. CALL CSCAL( M, X( NXFRM+JCOL ), A( 1, JCOL ), 1 )
  336. 80 CONTINUE
  337. END IF
  338. *
  339. IF( ITYPE.EQ.4 ) THEN
  340. DO 90 JCOL = 1, N
  341. CALL CSCAL( M, CONJG( X( NXFRM+JCOL ) ), A( 1, JCOL ), 1 )
  342. 90 CONTINUE
  343. END IF
  344. RETURN
  345. *
  346. * End of CLAROR
  347. *
  348. END