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dlagge.f 11 kB

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  1. *> \brief \b DLAGGE
  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 DLAGGE( M, N, KL, KU, D, A, LDA, ISEED, WORK, INFO )
  12. *
  13. * .. Scalar Arguments ..
  14. * INTEGER INFO, KL, KU, LDA, M, N
  15. * ..
  16. * .. Array Arguments ..
  17. * INTEGER ISEED( 4 )
  18. * DOUBLE PRECISION A( LDA, * ), D( * ), WORK( * )
  19. * ..
  20. *
  21. *
  22. *> \par Purpose:
  23. * =============
  24. *>
  25. *> \verbatim
  26. *>
  27. *> DLAGGE generates a real general m by n matrix A, by pre- and post-
  28. *> multiplying a real diagonal matrix D with random orthogonal matrices:
  29. *> A = U*D*V. The lower and upper bandwidths may then be reduced to
  30. *> kl and ku by additional orthogonal transformations.
  31. *> \endverbatim
  32. *
  33. * Arguments:
  34. * ==========
  35. *
  36. *> \param[in] M
  37. *> \verbatim
  38. *> M is INTEGER
  39. *> The number of rows of the matrix A. M >= 0.
  40. *> \endverbatim
  41. *>
  42. *> \param[in] N
  43. *> \verbatim
  44. *> N is INTEGER
  45. *> The number of columns of the matrix A. N >= 0.
  46. *> \endverbatim
  47. *>
  48. *> \param[in] KL
  49. *> \verbatim
  50. *> KL is INTEGER
  51. *> The number of nonzero subdiagonals within the band of A.
  52. *> 0 <= KL <= M-1.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] KU
  56. *> \verbatim
  57. *> KU is INTEGER
  58. *> The number of nonzero superdiagonals within the band of A.
  59. *> 0 <= KU <= N-1.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] D
  63. *> \verbatim
  64. *> D is DOUBLE PRECISION array, dimension (min(M,N))
  65. *> The diagonal elements of the diagonal matrix D.
  66. *> \endverbatim
  67. *>
  68. *> \param[out] A
  69. *> \verbatim
  70. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  71. *> The generated m by n matrix A.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] LDA
  75. *> \verbatim
  76. *> LDA is INTEGER
  77. *> The leading dimension of the array A. LDA >= M.
  78. *> \endverbatim
  79. *>
  80. *> \param[in,out] ISEED
  81. *> \verbatim
  82. *> ISEED is INTEGER array, dimension (4)
  83. *> On entry, the seed of the random number generator; the array
  84. *> elements must be between 0 and 4095, and ISEED(4) must be
  85. *> odd.
  86. *> On exit, the seed is updated.
  87. *> \endverbatim
  88. *>
  89. *> \param[out] WORK
  90. *> \verbatim
  91. *> WORK is DOUBLE PRECISION array, dimension (M+N)
  92. *> \endverbatim
  93. *>
  94. *> \param[out] INFO
  95. *> \verbatim
  96. *> INFO is INTEGER
  97. *> = 0: successful exit
  98. *> < 0: if INFO = -i, the i-th argument had an illegal value
  99. *> \endverbatim
  100. *
  101. * Authors:
  102. * ========
  103. *
  104. *> \author Univ. of Tennessee
  105. *> \author Univ. of California Berkeley
  106. *> \author Univ. of Colorado Denver
  107. *> \author NAG Ltd.
  108. *
  109. *> \ingroup double_matgen
  110. *
  111. * =====================================================================
  112. SUBROUTINE DLAGGE( M, N, KL, KU, D, A, LDA, ISEED, WORK, INFO )
  113. *
  114. * -- LAPACK auxiliary routine --
  115. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  116. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  117. *
  118. * .. Scalar Arguments ..
  119. INTEGER INFO, KL, KU, LDA, M, N
  120. * ..
  121. * .. Array Arguments ..
  122. INTEGER ISEED( 4 )
  123. DOUBLE PRECISION A( LDA, * ), D( * ), WORK( * )
  124. * ..
  125. *
  126. * =====================================================================
  127. *
  128. * .. Parameters ..
  129. DOUBLE PRECISION ZERO, ONE
  130. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  131. * ..
  132. * .. Local Scalars ..
  133. INTEGER I, J
  134. DOUBLE PRECISION TAU, WA, WB, WN
  135. * ..
  136. * .. External Subroutines ..
  137. EXTERNAL DGEMV, DGER, DLARNV, DSCAL, XERBLA
  138. * ..
  139. * .. Intrinsic Functions ..
  140. INTRINSIC MAX, MIN, SIGN
  141. * ..
  142. * .. External Functions ..
  143. DOUBLE PRECISION DNRM2
  144. EXTERNAL DNRM2
  145. * ..
  146. * .. Executable Statements ..
  147. *
  148. * Test the input arguments
  149. *
  150. INFO = 0
  151. IF( M.LT.0 ) THEN
  152. INFO = -1
  153. ELSE IF( N.LT.0 ) THEN
  154. INFO = -2
  155. ELSE IF( KL.LT.0 .OR. KL.GT.M-1 ) THEN
  156. INFO = -3
  157. ELSE IF( KU.LT.0 .OR. KU.GT.N-1 ) THEN
  158. INFO = -4
  159. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  160. INFO = -7
  161. END IF
  162. IF( INFO.LT.0 ) THEN
  163. CALL XERBLA( 'DLAGGE', -INFO )
  164. RETURN
  165. END IF
  166. *
  167. * initialize A to diagonal matrix
  168. *
  169. DO 20 J = 1, N
  170. DO 10 I = 1, M
  171. A( I, J ) = ZERO
  172. 10 CONTINUE
  173. 20 CONTINUE
  174. DO 30 I = 1, MIN( M, N )
  175. A( I, I ) = D( I )
  176. 30 CONTINUE
  177. *
  178. * Quick exit if the user wants a diagonal matrix
  179. *
  180. IF(( KL .EQ. 0 ).AND.( KU .EQ. 0)) RETURN
  181. *
  182. * pre- and post-multiply A by random orthogonal matrices
  183. *
  184. DO 40 I = MIN( M, N ), 1, -1
  185. IF( I.LT.M ) THEN
  186. *
  187. * generate random reflection
  188. *
  189. CALL DLARNV( 3, ISEED, M-I+1, WORK )
  190. WN = DNRM2( M-I+1, WORK, 1 )
  191. WA = SIGN( WN, WORK( 1 ) )
  192. IF( WN.EQ.ZERO ) THEN
  193. TAU = ZERO
  194. ELSE
  195. WB = WORK( 1 ) + WA
  196. CALL DSCAL( M-I, ONE / WB, WORK( 2 ), 1 )
  197. WORK( 1 ) = ONE
  198. TAU = WB / WA
  199. END IF
  200. *
  201. * multiply A(i:m,i:n) by random reflection from the left
  202. *
  203. CALL DGEMV( 'Transpose', M-I+1, N-I+1, ONE, A( I, I ), LDA,
  204. $ WORK, 1, ZERO, WORK( M+1 ), 1 )
  205. CALL DGER( M-I+1, N-I+1, -TAU, WORK, 1, WORK( M+1 ), 1,
  206. $ A( I, I ), LDA )
  207. END IF
  208. IF( I.LT.N ) THEN
  209. *
  210. * generate random reflection
  211. *
  212. CALL DLARNV( 3, ISEED, N-I+1, WORK )
  213. WN = DNRM2( N-I+1, WORK, 1 )
  214. WA = SIGN( WN, WORK( 1 ) )
  215. IF( WN.EQ.ZERO ) THEN
  216. TAU = ZERO
  217. ELSE
  218. WB = WORK( 1 ) + WA
  219. CALL DSCAL( N-I, ONE / WB, WORK( 2 ), 1 )
  220. WORK( 1 ) = ONE
  221. TAU = WB / WA
  222. END IF
  223. *
  224. * multiply A(i:m,i:n) by random reflection from the right
  225. *
  226. CALL DGEMV( 'No transpose', M-I+1, N-I+1, ONE, A( I, I ),
  227. $ LDA, WORK, 1, ZERO, WORK( N+1 ), 1 )
  228. CALL DGER( M-I+1, N-I+1, -TAU, WORK( N+1 ), 1, WORK, 1,
  229. $ A( I, I ), LDA )
  230. END IF
  231. 40 CONTINUE
  232. *
  233. * Reduce number of subdiagonals to KL and number of superdiagonals
  234. * to KU
  235. *
  236. DO 70 I = 1, MAX( M-1-KL, N-1-KU )
  237. IF( KL.LE.KU ) THEN
  238. *
  239. * annihilate subdiagonal elements first (necessary if KL = 0)
  240. *
  241. IF( I.LE.MIN( M-1-KL, N ) ) THEN
  242. *
  243. * generate reflection to annihilate A(kl+i+1:m,i)
  244. *
  245. WN = DNRM2( M-KL-I+1, A( KL+I, I ), 1 )
  246. WA = SIGN( WN, A( KL+I, I ) )
  247. IF( WN.EQ.ZERO ) THEN
  248. TAU = ZERO
  249. ELSE
  250. WB = A( KL+I, I ) + WA
  251. CALL DSCAL( M-KL-I, ONE / WB, A( KL+I+1, I ), 1 )
  252. A( KL+I, I ) = ONE
  253. TAU = WB / WA
  254. END IF
  255. *
  256. * apply reflection to A(kl+i:m,i+1:n) from the left
  257. *
  258. CALL DGEMV( 'Transpose', M-KL-I+1, N-I, ONE,
  259. $ A( KL+I, I+1 ), LDA, A( KL+I, I ), 1, ZERO,
  260. $ WORK, 1 )
  261. CALL DGER( M-KL-I+1, N-I, -TAU, A( KL+I, I ), 1, WORK, 1,
  262. $ A( KL+I, I+1 ), LDA )
  263. A( KL+I, I ) = -WA
  264. END IF
  265. *
  266. IF( I.LE.MIN( N-1-KU, M ) ) THEN
  267. *
  268. * generate reflection to annihilate A(i,ku+i+1:n)
  269. *
  270. WN = DNRM2( N-KU-I+1, A( I, KU+I ), LDA )
  271. WA = SIGN( WN, A( I, KU+I ) )
  272. IF( WN.EQ.ZERO ) THEN
  273. TAU = ZERO
  274. ELSE
  275. WB = A( I, KU+I ) + WA
  276. CALL DSCAL( N-KU-I, ONE / WB, A( I, KU+I+1 ), LDA )
  277. A( I, KU+I ) = ONE
  278. TAU = WB / WA
  279. END IF
  280. *
  281. * apply reflection to A(i+1:m,ku+i:n) from the right
  282. *
  283. CALL DGEMV( 'No transpose', M-I, N-KU-I+1, ONE,
  284. $ A( I+1, KU+I ), LDA, A( I, KU+I ), LDA, ZERO,
  285. $ WORK, 1 )
  286. CALL DGER( M-I, N-KU-I+1, -TAU, WORK, 1, A( I, KU+I ),
  287. $ LDA, A( I+1, KU+I ), LDA )
  288. A( I, KU+I ) = -WA
  289. END IF
  290. ELSE
  291. *
  292. * annihilate superdiagonal elements first (necessary if
  293. * KU = 0)
  294. *
  295. IF( I.LE.MIN( N-1-KU, M ) ) THEN
  296. *
  297. * generate reflection to annihilate A(i,ku+i+1:n)
  298. *
  299. WN = DNRM2( N-KU-I+1, A( I, KU+I ), LDA )
  300. WA = SIGN( WN, A( I, KU+I ) )
  301. IF( WN.EQ.ZERO ) THEN
  302. TAU = ZERO
  303. ELSE
  304. WB = A( I, KU+I ) + WA
  305. CALL DSCAL( N-KU-I, ONE / WB, A( I, KU+I+1 ), LDA )
  306. A( I, KU+I ) = ONE
  307. TAU = WB / WA
  308. END IF
  309. *
  310. * apply reflection to A(i+1:m,ku+i:n) from the right
  311. *
  312. CALL DGEMV( 'No transpose', M-I, N-KU-I+1, ONE,
  313. $ A( I+1, KU+I ), LDA, A( I, KU+I ), LDA, ZERO,
  314. $ WORK, 1 )
  315. CALL DGER( M-I, N-KU-I+1, -TAU, WORK, 1, A( I, KU+I ),
  316. $ LDA, A( I+1, KU+I ), LDA )
  317. A( I, KU+I ) = -WA
  318. END IF
  319. *
  320. IF( I.LE.MIN( M-1-KL, N ) ) THEN
  321. *
  322. * generate reflection to annihilate A(kl+i+1:m,i)
  323. *
  324. WN = DNRM2( M-KL-I+1, A( KL+I, I ), 1 )
  325. WA = SIGN( WN, A( KL+I, I ) )
  326. IF( WN.EQ.ZERO ) THEN
  327. TAU = ZERO
  328. ELSE
  329. WB = A( KL+I, I ) + WA
  330. CALL DSCAL( M-KL-I, ONE / WB, A( KL+I+1, I ), 1 )
  331. A( KL+I, I ) = ONE
  332. TAU = WB / WA
  333. END IF
  334. *
  335. * apply reflection to A(kl+i:m,i+1:n) from the left
  336. *
  337. CALL DGEMV( 'Transpose', M-KL-I+1, N-I, ONE,
  338. $ A( KL+I, I+1 ), LDA, A( KL+I, I ), 1, ZERO,
  339. $ WORK, 1 )
  340. CALL DGER( M-KL-I+1, N-I, -TAU, A( KL+I, I ), 1, WORK, 1,
  341. $ A( KL+I, I+1 ), LDA )
  342. A( KL+I, I ) = -WA
  343. END IF
  344. END IF
  345. *
  346. IF (I .LE. N) THEN
  347. DO 50 J = KL + I + 1, M
  348. A( J, I ) = ZERO
  349. 50 CONTINUE
  350. END IF
  351. *
  352. IF (I .LE. M) THEN
  353. DO 60 J = KU + I + 1, N
  354. A( I, J ) = ZERO
  355. 60 CONTINUE
  356. END IF
  357. 70 CONTINUE
  358. RETURN
  359. *
  360. * End of DLAGGE
  361. *
  362. END