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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. *> \date December 2016
  110. *
  111. *> \ingroup double_matgen
  112. *
  113. * =====================================================================
  114. SUBROUTINE DLAGGE( M, N, KL, KU, D, A, LDA, ISEED, WORK, INFO )
  115. *
  116. * -- LAPACK auxiliary routine (version 3.7.0) --
  117. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  118. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  119. * December 2016
  120. *
  121. * .. Scalar Arguments ..
  122. INTEGER INFO, KL, KU, LDA, M, N
  123. * ..
  124. * .. Array Arguments ..
  125. INTEGER ISEED( 4 )
  126. DOUBLE PRECISION A( LDA, * ), D( * ), WORK( * )
  127. * ..
  128. *
  129. * =====================================================================
  130. *
  131. * .. Parameters ..
  132. DOUBLE PRECISION ZERO, ONE
  133. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  134. * ..
  135. * .. Local Scalars ..
  136. INTEGER I, J
  137. DOUBLE PRECISION TAU, WA, WB, WN
  138. * ..
  139. * .. External Subroutines ..
  140. EXTERNAL DGEMV, DGER, DLARNV, DSCAL, XERBLA
  141. * ..
  142. * .. Intrinsic Functions ..
  143. INTRINSIC MAX, MIN, SIGN
  144. * ..
  145. * .. External Functions ..
  146. DOUBLE PRECISION DNRM2
  147. EXTERNAL DNRM2
  148. * ..
  149. * .. Executable Statements ..
  150. *
  151. * Test the input arguments
  152. *
  153. INFO = 0
  154. IF( M.LT.0 ) THEN
  155. INFO = -1
  156. ELSE IF( N.LT.0 ) THEN
  157. INFO = -2
  158. ELSE IF( KL.LT.0 .OR. KL.GT.M-1 ) THEN
  159. INFO = -3
  160. ELSE IF( KU.LT.0 .OR. KU.GT.N-1 ) THEN
  161. INFO = -4
  162. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  163. INFO = -7
  164. END IF
  165. IF( INFO.LT.0 ) THEN
  166. CALL XERBLA( 'DLAGGE', -INFO )
  167. RETURN
  168. END IF
  169. *
  170. * initialize A to diagonal matrix
  171. *
  172. DO 20 J = 1, N
  173. DO 10 I = 1, M
  174. A( I, J ) = ZERO
  175. 10 CONTINUE
  176. 20 CONTINUE
  177. DO 30 I = 1, MIN( M, N )
  178. A( I, I ) = D( I )
  179. 30 CONTINUE
  180. *
  181. * Quick exit if the user wants a diagonal matrix
  182. *
  183. IF(( KL .EQ. 0 ).AND.( KU .EQ. 0)) RETURN
  184. *
  185. * pre- and post-multiply A by random orthogonal matrices
  186. *
  187. DO 40 I = MIN( M, N ), 1, -1
  188. IF( I.LT.M ) THEN
  189. *
  190. * generate random reflection
  191. *
  192. CALL DLARNV( 3, ISEED, M-I+1, WORK )
  193. WN = DNRM2( M-I+1, WORK, 1 )
  194. WA = SIGN( WN, WORK( 1 ) )
  195. IF( WN.EQ.ZERO ) THEN
  196. TAU = ZERO
  197. ELSE
  198. WB = WORK( 1 ) + WA
  199. CALL DSCAL( M-I, ONE / WB, WORK( 2 ), 1 )
  200. WORK( 1 ) = ONE
  201. TAU = WB / WA
  202. END IF
  203. *
  204. * multiply A(i:m,i:n) by random reflection from the left
  205. *
  206. CALL DGEMV( 'Transpose', M-I+1, N-I+1, ONE, A( I, I ), LDA,
  207. $ WORK, 1, ZERO, WORK( M+1 ), 1 )
  208. CALL DGER( M-I+1, N-I+1, -TAU, WORK, 1, WORK( M+1 ), 1,
  209. $ A( I, I ), LDA )
  210. END IF
  211. IF( I.LT.N ) THEN
  212. *
  213. * generate random reflection
  214. *
  215. CALL DLARNV( 3, ISEED, N-I+1, WORK )
  216. WN = DNRM2( N-I+1, WORK, 1 )
  217. WA = SIGN( WN, WORK( 1 ) )
  218. IF( WN.EQ.ZERO ) THEN
  219. TAU = ZERO
  220. ELSE
  221. WB = WORK( 1 ) + WA
  222. CALL DSCAL( N-I, ONE / WB, WORK( 2 ), 1 )
  223. WORK( 1 ) = ONE
  224. TAU = WB / WA
  225. END IF
  226. *
  227. * multiply A(i:m,i:n) by random reflection from the right
  228. *
  229. CALL DGEMV( 'No transpose', M-I+1, N-I+1, ONE, A( I, I ),
  230. $ LDA, WORK, 1, ZERO, WORK( N+1 ), 1 )
  231. CALL DGER( M-I+1, N-I+1, -TAU, WORK( N+1 ), 1, WORK, 1,
  232. $ A( I, I ), LDA )
  233. END IF
  234. 40 CONTINUE
  235. *
  236. * Reduce number of subdiagonals to KL and number of superdiagonals
  237. * to KU
  238. *
  239. DO 70 I = 1, MAX( M-1-KL, N-1-KU )
  240. IF( KL.LE.KU ) THEN
  241. *
  242. * annihilate subdiagonal elements first (necessary if KL = 0)
  243. *
  244. IF( I.LE.MIN( M-1-KL, N ) ) THEN
  245. *
  246. * generate reflection to annihilate A(kl+i+1:m,i)
  247. *
  248. WN = DNRM2( M-KL-I+1, A( KL+I, I ), 1 )
  249. WA = SIGN( WN, A( KL+I, I ) )
  250. IF( WN.EQ.ZERO ) THEN
  251. TAU = ZERO
  252. ELSE
  253. WB = A( KL+I, I ) + WA
  254. CALL DSCAL( M-KL-I, ONE / WB, A( KL+I+1, I ), 1 )
  255. A( KL+I, I ) = ONE
  256. TAU = WB / WA
  257. END IF
  258. *
  259. * apply reflection to A(kl+i:m,i+1:n) from the left
  260. *
  261. CALL DGEMV( 'Transpose', M-KL-I+1, N-I, ONE,
  262. $ A( KL+I, I+1 ), LDA, A( KL+I, I ), 1, ZERO,
  263. $ WORK, 1 )
  264. CALL DGER( M-KL-I+1, N-I, -TAU, A( KL+I, I ), 1, WORK, 1,
  265. $ A( KL+I, I+1 ), LDA )
  266. A( KL+I, I ) = -WA
  267. END IF
  268. *
  269. IF( I.LE.MIN( N-1-KU, M ) ) THEN
  270. *
  271. * generate reflection to annihilate A(i,ku+i+1:n)
  272. *
  273. WN = DNRM2( N-KU-I+1, A( I, KU+I ), LDA )
  274. WA = SIGN( WN, A( I, KU+I ) )
  275. IF( WN.EQ.ZERO ) THEN
  276. TAU = ZERO
  277. ELSE
  278. WB = A( I, KU+I ) + WA
  279. CALL DSCAL( N-KU-I, ONE / WB, A( I, KU+I+1 ), LDA )
  280. A( I, KU+I ) = ONE
  281. TAU = WB / WA
  282. END IF
  283. *
  284. * apply reflection to A(i+1:m,ku+i:n) from the right
  285. *
  286. CALL DGEMV( 'No transpose', M-I, N-KU-I+1, ONE,
  287. $ A( I+1, KU+I ), LDA, A( I, KU+I ), LDA, ZERO,
  288. $ WORK, 1 )
  289. CALL DGER( M-I, N-KU-I+1, -TAU, WORK, 1, A( I, KU+I ),
  290. $ LDA, A( I+1, KU+I ), LDA )
  291. A( I, KU+I ) = -WA
  292. END IF
  293. ELSE
  294. *
  295. * annihilate superdiagonal elements first (necessary if
  296. * KU = 0)
  297. *
  298. IF( I.LE.MIN( N-1-KU, M ) ) THEN
  299. *
  300. * generate reflection to annihilate A(i,ku+i+1:n)
  301. *
  302. WN = DNRM2( N-KU-I+1, A( I, KU+I ), LDA )
  303. WA = SIGN( WN, A( I, KU+I ) )
  304. IF( WN.EQ.ZERO ) THEN
  305. TAU = ZERO
  306. ELSE
  307. WB = A( I, KU+I ) + WA
  308. CALL DSCAL( N-KU-I, ONE / WB, A( I, KU+I+1 ), LDA )
  309. A( I, KU+I ) = ONE
  310. TAU = WB / WA
  311. END IF
  312. *
  313. * apply reflection to A(i+1:m,ku+i:n) from the right
  314. *
  315. CALL DGEMV( 'No transpose', M-I, N-KU-I+1, ONE,
  316. $ A( I+1, KU+I ), LDA, A( I, KU+I ), LDA, ZERO,
  317. $ WORK, 1 )
  318. CALL DGER( M-I, N-KU-I+1, -TAU, WORK, 1, A( I, KU+I ),
  319. $ LDA, A( I+1, KU+I ), LDA )
  320. A( I, KU+I ) = -WA
  321. END IF
  322. *
  323. IF( I.LE.MIN( M-1-KL, N ) ) THEN
  324. *
  325. * generate reflection to annihilate A(kl+i+1:m,i)
  326. *
  327. WN = DNRM2( M-KL-I+1, A( KL+I, I ), 1 )
  328. WA = SIGN( WN, A( KL+I, I ) )
  329. IF( WN.EQ.ZERO ) THEN
  330. TAU = ZERO
  331. ELSE
  332. WB = A( KL+I, I ) + WA
  333. CALL DSCAL( M-KL-I, ONE / WB, A( KL+I+1, I ), 1 )
  334. A( KL+I, I ) = ONE
  335. TAU = WB / WA
  336. END IF
  337. *
  338. * apply reflection to A(kl+i:m,i+1:n) from the left
  339. *
  340. CALL DGEMV( 'Transpose', M-KL-I+1, N-I, ONE,
  341. $ A( KL+I, I+1 ), LDA, A( KL+I, I ), 1, ZERO,
  342. $ WORK, 1 )
  343. CALL DGER( M-KL-I+1, N-I, -TAU, A( KL+I, I ), 1, WORK, 1,
  344. $ A( KL+I, I+1 ), LDA )
  345. A( KL+I, I ) = -WA
  346. END IF
  347. END IF
  348. *
  349. IF (I .LE. N) THEN
  350. DO 50 J = KL + I + 1, M
  351. A( J, I ) = ZERO
  352. 50 CONTINUE
  353. END IF
  354. *
  355. IF (I .LE. M) THEN
  356. DO 60 J = KU + I + 1, N
  357. A( I, J ) = ZERO
  358. 60 CONTINUE
  359. END IF
  360. 70 CONTINUE
  361. RETURN
  362. *
  363. * End of DLAGGE
  364. *
  365. END