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sorbdb6.f 8.2 kB

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  1. *> \brief \b SORBDB6
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SORBDB6 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sorbdb6.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sorbdb6.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sorbdb6.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SORBDB6( M1, M2, N, X1, INCX1, X2, INCX2, Q1, LDQ1, Q2,
  22. * LDQ2, WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INCX1, INCX2, INFO, LDQ1, LDQ2, LWORK, M1, M2,
  26. * $ N
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL Q1(LDQ1,*), Q2(LDQ2,*), WORK(*), X1(*), X2(*)
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *>\verbatim
  37. *>
  38. *> SORBDB6 orthogonalizes the column vector
  39. *> X = [ X1 ]
  40. *> [ X2 ]
  41. *> with respect to the columns of
  42. *> Q = [ Q1 ] .
  43. *> [ Q2 ]
  44. *> The columns of Q must be orthonormal.
  45. *>
  46. *> If the projection is zero according to Kahan's "twice is enough"
  47. *> criterion, then the zero vector is returned.
  48. *>
  49. *>\endverbatim
  50. *
  51. * Arguments:
  52. * ==========
  53. *
  54. *> \param[in] M1
  55. *> \verbatim
  56. *> M1 is INTEGER
  57. *> The dimension of X1 and the number of rows in Q1. 0 <= M1.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] M2
  61. *> \verbatim
  62. *> M2 is INTEGER
  63. *> The dimension of X2 and the number of rows in Q2. 0 <= M2.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] N
  67. *> \verbatim
  68. *> N is INTEGER
  69. *> The number of columns in Q1 and Q2. 0 <= N.
  70. *> \endverbatim
  71. *>
  72. *> \param[in,out] X1
  73. *> \verbatim
  74. *> X1 is REAL array, dimension (M1)
  75. *> On entry, the top part of the vector to be orthogonalized.
  76. *> On exit, the top part of the projected vector.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] INCX1
  80. *> \verbatim
  81. *> INCX1 is INTEGER
  82. *> Increment for entries of X1.
  83. *> \endverbatim
  84. *>
  85. *> \param[in,out] X2
  86. *> \verbatim
  87. *> X2 is REAL array, dimension (M2)
  88. *> On entry, the bottom part of the vector to be
  89. *> orthogonalized. On exit, the bottom part of the projected
  90. *> vector.
  91. *> \endverbatim
  92. *>
  93. *> \param[in] INCX2
  94. *> \verbatim
  95. *> INCX2 is INTEGER
  96. *> Increment for entries of X2.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] Q1
  100. *> \verbatim
  101. *> Q1 is REAL array, dimension (LDQ1, N)
  102. *> The top part of the orthonormal basis matrix.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] LDQ1
  106. *> \verbatim
  107. *> LDQ1 is INTEGER
  108. *> The leading dimension of Q1. LDQ1 >= M1.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] Q2
  112. *> \verbatim
  113. *> Q2 is REAL array, dimension (LDQ2, N)
  114. *> The bottom part of the orthonormal basis matrix.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] LDQ2
  118. *> \verbatim
  119. *> LDQ2 is INTEGER
  120. *> The leading dimension of Q2. LDQ2 >= M2.
  121. *> \endverbatim
  122. *>
  123. *> \param[out] WORK
  124. *> \verbatim
  125. *> WORK is REAL array, dimension (LWORK)
  126. *> \endverbatim
  127. *>
  128. *> \param[in] LWORK
  129. *> \verbatim
  130. *> LWORK is INTEGER
  131. *> The dimension of the array WORK. LWORK >= N.
  132. *> \endverbatim
  133. *>
  134. *> \param[out] INFO
  135. *> \verbatim
  136. *> INFO is INTEGER
  137. *> = 0: successful exit.
  138. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  139. *> \endverbatim
  140. *
  141. * Authors:
  142. * ========
  143. *
  144. *> \author Univ. of Tennessee
  145. *> \author Univ. of California Berkeley
  146. *> \author Univ. of Colorado Denver
  147. *> \author NAG Ltd.
  148. *
  149. *> \ingroup realOTHERcomputational
  150. *
  151. * =====================================================================
  152. SUBROUTINE SORBDB6( M1, M2, N, X1, INCX1, X2, INCX2, Q1, LDQ1, Q2,
  153. $ LDQ2, WORK, LWORK, INFO )
  154. *
  155. * -- LAPACK computational routine --
  156. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  157. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  158. *
  159. * .. Scalar Arguments ..
  160. INTEGER INCX1, INCX2, INFO, LDQ1, LDQ2, LWORK, M1, M2,
  161. $ N
  162. * ..
  163. * .. Array Arguments ..
  164. REAL Q1(LDQ1,*), Q2(LDQ2,*), WORK(*), X1(*), X2(*)
  165. * ..
  166. *
  167. * =====================================================================
  168. *
  169. * .. Parameters ..
  170. REAL ALPHASQ, REALONE, REALZERO
  171. PARAMETER ( ALPHASQ = 0.01E0, REALONE = 1.0E0,
  172. $ REALZERO = 0.0E0 )
  173. REAL NEGONE, ONE, ZERO
  174. PARAMETER ( NEGONE = -1.0E0, ONE = 1.0E0, ZERO = 0.0E0 )
  175. * ..
  176. * .. Local Scalars ..
  177. INTEGER I
  178. REAL NORMSQ1, NORMSQ2, SCL1, SCL2, SSQ1, SSQ2
  179. * ..
  180. * .. External Subroutines ..
  181. EXTERNAL SGEMV, SLASSQ, XERBLA
  182. * ..
  183. * .. Intrinsic Function ..
  184. INTRINSIC MAX
  185. * ..
  186. * .. Executable Statements ..
  187. *
  188. * Test input arguments
  189. *
  190. INFO = 0
  191. IF( M1 .LT. 0 ) THEN
  192. INFO = -1
  193. ELSE IF( M2 .LT. 0 ) THEN
  194. INFO = -2
  195. ELSE IF( N .LT. 0 ) THEN
  196. INFO = -3
  197. ELSE IF( INCX1 .LT. 1 ) THEN
  198. INFO = -5
  199. ELSE IF( INCX2 .LT. 1 ) THEN
  200. INFO = -7
  201. ELSE IF( LDQ1 .LT. MAX( 1, M1 ) ) THEN
  202. INFO = -9
  203. ELSE IF( LDQ2 .LT. MAX( 1, M2 ) ) THEN
  204. INFO = -11
  205. ELSE IF( LWORK .LT. N ) THEN
  206. INFO = -13
  207. END IF
  208. *
  209. IF( INFO .NE. 0 ) THEN
  210. CALL XERBLA( 'SORBDB6', -INFO )
  211. RETURN
  212. END IF
  213. *
  214. * First, project X onto the orthogonal complement of Q's column
  215. * space
  216. *
  217. SCL1 = REALZERO
  218. SSQ1 = REALONE
  219. CALL SLASSQ( M1, X1, INCX1, SCL1, SSQ1 )
  220. SCL2 = REALZERO
  221. SSQ2 = REALONE
  222. CALL SLASSQ( M2, X2, INCX2, SCL2, SSQ2 )
  223. NORMSQ1 = SCL1**2*SSQ1 + SCL2**2*SSQ2
  224. *
  225. IF( M1 .EQ. 0 ) THEN
  226. DO I = 1, N
  227. WORK(I) = ZERO
  228. END DO
  229. ELSE
  230. CALL SGEMV( 'C', M1, N, ONE, Q1, LDQ1, X1, INCX1, ZERO, WORK,
  231. $ 1 )
  232. END IF
  233. *
  234. CALL SGEMV( 'C', M2, N, ONE, Q2, LDQ2, X2, INCX2, ONE, WORK, 1 )
  235. *
  236. CALL SGEMV( 'N', M1, N, NEGONE, Q1, LDQ1, WORK, 1, ONE, X1,
  237. $ INCX1 )
  238. CALL SGEMV( 'N', M2, N, NEGONE, Q2, LDQ2, WORK, 1, ONE, X2,
  239. $ INCX2 )
  240. *
  241. SCL1 = REALZERO
  242. SSQ1 = REALONE
  243. CALL SLASSQ( M1, X1, INCX1, SCL1, SSQ1 )
  244. SCL2 = REALZERO
  245. SSQ2 = REALONE
  246. CALL SLASSQ( M2, X2, INCX2, SCL2, SSQ2 )
  247. NORMSQ2 = SCL1**2*SSQ1 + SCL2**2*SSQ2
  248. *
  249. * If projection is sufficiently large in norm, then stop.
  250. * If projection is zero, then stop.
  251. * Otherwise, project again.
  252. *
  253. IF( NORMSQ2 .GE. ALPHASQ*NORMSQ1 ) THEN
  254. RETURN
  255. END IF
  256. *
  257. IF( NORMSQ2 .EQ. ZERO ) THEN
  258. RETURN
  259. END IF
  260. *
  261. NORMSQ1 = NORMSQ2
  262. *
  263. DO I = 1, N
  264. WORK(I) = ZERO
  265. END DO
  266. *
  267. IF( M1 .EQ. 0 ) THEN
  268. DO I = 1, N
  269. WORK(I) = ZERO
  270. END DO
  271. ELSE
  272. CALL SGEMV( 'C', M1, N, ONE, Q1, LDQ1, X1, INCX1, ZERO, WORK,
  273. $ 1 )
  274. END IF
  275. *
  276. CALL SGEMV( 'C', M2, N, ONE, Q2, LDQ2, X2, INCX2, ONE, WORK, 1 )
  277. *
  278. CALL SGEMV( 'N', M1, N, NEGONE, Q1, LDQ1, WORK, 1, ONE, X1,
  279. $ INCX1 )
  280. CALL SGEMV( 'N', M2, N, NEGONE, Q2, LDQ2, WORK, 1, ONE, X2,
  281. $ INCX2 )
  282. *
  283. SCL1 = REALZERO
  284. SSQ1 = REALONE
  285. CALL SLASSQ( M1, X1, INCX1, SCL1, SSQ1 )
  286. SCL2 = REALZERO
  287. SSQ2 = REALONE
  288. CALL SLASSQ( M1, X1, INCX1, SCL1, SSQ1 )
  289. NORMSQ2 = SCL1**2*SSQ1 + SCL2**2*SSQ2
  290. *
  291. * If second projection is sufficiently large in norm, then do
  292. * nothing more. Alternatively, if it shrunk significantly, then
  293. * truncate it to zero.
  294. *
  295. IF( NORMSQ2 .LT. ALPHASQ*NORMSQ1 ) THEN
  296. DO I = 1, M1
  297. X1(I) = ZERO
  298. END DO
  299. DO I = 1, M2
  300. X2(I) = ZERO
  301. END DO
  302. END IF
  303. *
  304. RETURN
  305. *
  306. * End of SORBDB6
  307. *
  308. END