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slarfgp.f 6.5 kB

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  1. *> \brief \b SLARFGP 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 SLARFGP + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slarfgp.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slarfgp.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slarfgp.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLARFGP( N, ALPHA, X, INCX, TAU )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INCX, N
  25. * REAL ALPHA, TAU
  26. * ..
  27. * .. Array Arguments ..
  28. * REAL X( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> SLARFGP 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 REAL
  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 REAL 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 REAL
  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. *> \ingroup larfgp
  101. *
  102. * =====================================================================
  103. SUBROUTINE SLARFGP( N, ALPHA, X, INCX, TAU )
  104. *
  105. * -- LAPACK auxiliary routine --
  106. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  107. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  108. *
  109. * .. Scalar Arguments ..
  110. INTEGER INCX, N
  111. REAL ALPHA, TAU
  112. * ..
  113. * .. Array Arguments ..
  114. REAL X( * )
  115. * ..
  116. *
  117. * =====================================================================
  118. *
  119. * .. Parameters ..
  120. REAL TWO, ONE, ZERO
  121. PARAMETER ( TWO = 2.0E+0, ONE = 1.0E+0, ZERO = 0.0E+0 )
  122. * ..
  123. * .. Local Scalars ..
  124. INTEGER J, KNT
  125. REAL BETA, BIGNUM, EPS, SAVEALPHA, SMLNUM, XNORM
  126. * ..
  127. * .. External Functions ..
  128. REAL SLAMCH, SLAPY2, SNRM2
  129. EXTERNAL SLAMCH, SLAPY2, SNRM2
  130. * ..
  131. * .. Intrinsic Functions ..
  132. INTRINSIC ABS, SIGN
  133. * ..
  134. * .. External Subroutines ..
  135. EXTERNAL SSCAL
  136. * ..
  137. * .. Executable Statements ..
  138. *
  139. IF( N.LE.0 ) THEN
  140. TAU = ZERO
  141. RETURN
  142. END IF
  143. *
  144. EPS = SLAMCH( 'Precision' )
  145. XNORM = SNRM2( N-1, X, INCX )
  146. *
  147. IF( XNORM.LE.EPS*ABS(ALPHA) ) THEN
  148. *
  149. * H = [+/-1, 0; I], sign chosen so ALPHA >= 0.
  150. *
  151. IF( ALPHA.GE.ZERO ) THEN
  152. * When TAU.eq.ZERO, the vector is special-cased to be
  153. * all zeros in the application routines. We do not need
  154. * to clear it.
  155. TAU = ZERO
  156. ELSE
  157. * However, the application routines rely on explicit
  158. * zero checks when TAU.ne.ZERO, and we must clear X.
  159. TAU = TWO
  160. DO J = 1, N-1
  161. X( 1 + (J-1)*INCX ) = 0
  162. END DO
  163. ALPHA = -ALPHA
  164. END IF
  165. ELSE
  166. *
  167. * general case
  168. *
  169. BETA = SIGN( SLAPY2( ALPHA, XNORM ), ALPHA )
  170. SMLNUM = SLAMCH( 'S' ) / SLAMCH( 'E' )
  171. KNT = 0
  172. IF( ABS( BETA ).LT.SMLNUM ) THEN
  173. *
  174. * XNORM, BETA may be inaccurate; scale X and recompute them
  175. *
  176. BIGNUM = ONE / SMLNUM
  177. 10 CONTINUE
  178. KNT = KNT + 1
  179. CALL SSCAL( N-1, BIGNUM, X, INCX )
  180. BETA = BETA*BIGNUM
  181. ALPHA = ALPHA*BIGNUM
  182. IF( (ABS( BETA ).LT.SMLNUM) .AND. (KNT .LT. 20) )
  183. $ GO TO 10
  184. *
  185. * New BETA is at most 1, at least SMLNUM
  186. *
  187. XNORM = SNRM2( N-1, X, INCX )
  188. BETA = SIGN( SLAPY2( ALPHA, XNORM ), ALPHA )
  189. END IF
  190. SAVEALPHA = ALPHA
  191. ALPHA = ALPHA + BETA
  192. IF( BETA.LT.ZERO ) THEN
  193. BETA = -BETA
  194. TAU = -ALPHA / BETA
  195. ELSE
  196. ALPHA = XNORM * (XNORM/ALPHA)
  197. TAU = ALPHA / BETA
  198. ALPHA = -ALPHA
  199. END IF
  200. *
  201. IF ( ABS(TAU).LE.SMLNUM ) THEN
  202. *
  203. * In the case where the computed TAU ends up being a denormalized number,
  204. * it loses relative accuracy. This is a BIG problem. Solution: flush TAU
  205. * to ZERO. This explains the next IF statement.
  206. *
  207. * (Bug report provided by Pat Quillen from MathWorks on Jul 29, 2009.)
  208. * (Thanks Pat. Thanks MathWorks.)
  209. *
  210. IF( SAVEALPHA.GE.ZERO ) THEN
  211. TAU = ZERO
  212. ELSE
  213. TAU = TWO
  214. DO J = 1, N-1
  215. X( 1 + (J-1)*INCX ) = 0
  216. END DO
  217. BETA = -SAVEALPHA
  218. END IF
  219. *
  220. ELSE
  221. *
  222. * This is the general case.
  223. *
  224. CALL SSCAL( N-1, ONE / ALPHA, X, INCX )
  225. *
  226. END IF
  227. *
  228. * If BETA is subnormal, it may lose relative accuracy
  229. *
  230. DO 20 J = 1, KNT
  231. BETA = BETA*SMLNUM
  232. 20 CONTINUE
  233. ALPHA = BETA
  234. END IF
  235. *
  236. RETURN
  237. *
  238. * End of SLARFGP
  239. *
  240. END