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sorbdb6.f 8.8 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 Euclidean norm of X must be one and the columns of Q must be
  45. *> orthonormal. The orthogonalized vector will be zero if and only if it
  46. *> lies entirely in the range of Q.
  47. *>
  48. *> The projection is computed with at most two iterations of the
  49. *> classical Gram-Schmidt algorithm, see
  50. *> * L. Giraud, J. Langou, M. Rozložník. "On the round-off error
  51. *> analysis of the Gram-Schmidt algorithm with reorthogonalization."
  52. *> 2002. CERFACS Technical Report No. TR/PA/02/33. URL:
  53. *> https://www.cerfacs.fr/algor/reports/2002/TR_PA_02_33.pdf
  54. *>
  55. *>\endverbatim
  56. *
  57. * Arguments:
  58. * ==========
  59. *
  60. *> \param[in] M1
  61. *> \verbatim
  62. *> M1 is INTEGER
  63. *> The dimension of X1 and the number of rows in Q1. 0 <= M1.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] M2
  67. *> \verbatim
  68. *> M2 is INTEGER
  69. *> The dimension of X2 and the number of rows in Q2. 0 <= M2.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] N
  73. *> \verbatim
  74. *> N is INTEGER
  75. *> The number of columns in Q1 and Q2. 0 <= N.
  76. *> \endverbatim
  77. *>
  78. *> \param[in,out] X1
  79. *> \verbatim
  80. *> X1 is REAL array, dimension (M1)
  81. *> On entry, the top part of the vector to be orthogonalized.
  82. *> On exit, the top part of the projected vector.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] INCX1
  86. *> \verbatim
  87. *> INCX1 is INTEGER
  88. *> Increment for entries of X1.
  89. *> \endverbatim
  90. *>
  91. *> \param[in,out] X2
  92. *> \verbatim
  93. *> X2 is REAL array, dimension (M2)
  94. *> On entry, the bottom part of the vector to be
  95. *> orthogonalized. On exit, the bottom part of the projected
  96. *> vector.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] INCX2
  100. *> \verbatim
  101. *> INCX2 is INTEGER
  102. *> Increment for entries of X2.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] Q1
  106. *> \verbatim
  107. *> Q1 is REAL array, dimension (LDQ1, N)
  108. *> The top part of the orthonormal basis matrix.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] LDQ1
  112. *> \verbatim
  113. *> LDQ1 is INTEGER
  114. *> The leading dimension of Q1. LDQ1 >= M1.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] Q2
  118. *> \verbatim
  119. *> Q2 is REAL array, dimension (LDQ2, N)
  120. *> The bottom part of the orthonormal basis matrix.
  121. *> \endverbatim
  122. *>
  123. *> \param[in] LDQ2
  124. *> \verbatim
  125. *> LDQ2 is INTEGER
  126. *> The leading dimension of Q2. LDQ2 >= M2.
  127. *> \endverbatim
  128. *>
  129. *> \param[out] WORK
  130. *> \verbatim
  131. *> WORK is REAL array, dimension (LWORK)
  132. *> \endverbatim
  133. *>
  134. *> \param[in] LWORK
  135. *> \verbatim
  136. *> LWORK is INTEGER
  137. *> The dimension of the array WORK. LWORK >= N.
  138. *> \endverbatim
  139. *>
  140. *> \param[out] INFO
  141. *> \verbatim
  142. *> INFO is INTEGER
  143. *> = 0: successful exit.
  144. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  145. *> \endverbatim
  146. *
  147. * Authors:
  148. * ========
  149. *
  150. *> \author Univ. of Tennessee
  151. *> \author Univ. of California Berkeley
  152. *> \author Univ. of Colorado Denver
  153. *> \author NAG Ltd.
  154. *
  155. *> \ingroup realOTHERcomputational
  156. *
  157. * =====================================================================
  158. SUBROUTINE SORBDB6( M1, M2, N, X1, INCX1, X2, INCX2, Q1, LDQ1, Q2,
  159. $ LDQ2, WORK, LWORK, INFO )
  160. *
  161. * -- LAPACK computational routine --
  162. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  163. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  164. *
  165. * .. Scalar Arguments ..
  166. INTEGER INCX1, INCX2, INFO, LDQ1, LDQ2, LWORK, M1, M2,
  167. $ N
  168. * ..
  169. * .. Array Arguments ..
  170. REAL Q1(LDQ1,*), Q2(LDQ2,*), WORK(*), X1(*), X2(*)
  171. * ..
  172. *
  173. * =====================================================================
  174. *
  175. * .. Parameters ..
  176. REAL ALPHA, REALONE, REALZERO
  177. PARAMETER ( ALPHA = 0.01E0, REALONE = 1.0E0,
  178. $ REALZERO = 0.0E0 )
  179. REAL NEGONE, ONE, ZERO
  180. PARAMETER ( NEGONE = -1.0E0, ONE = 1.0E0, ZERO = 0.0E0 )
  181. * ..
  182. * .. Local Scalars ..
  183. INTEGER I, IX
  184. REAL EPS, NORM, NORM_NEW, SCL, SSQ
  185. * ..
  186. * .. External Functions ..
  187. REAL SLAMCH
  188. * ..
  189. * .. External Subroutines ..
  190. EXTERNAL SGEMV, SLASSQ, XERBLA
  191. * ..
  192. * .. Intrinsic Function ..
  193. INTRINSIC MAX
  194. * ..
  195. * .. Executable Statements ..
  196. *
  197. * Test input arguments
  198. *
  199. INFO = 0
  200. IF( M1 .LT. 0 ) THEN
  201. INFO = -1
  202. ELSE IF( M2 .LT. 0 ) THEN
  203. INFO = -2
  204. ELSE IF( N .LT. 0 ) THEN
  205. INFO = -3
  206. ELSE IF( INCX1 .LT. 1 ) THEN
  207. INFO = -5
  208. ELSE IF( INCX2 .LT. 1 ) THEN
  209. INFO = -7
  210. ELSE IF( LDQ1 .LT. MAX( 1, M1 ) ) THEN
  211. INFO = -9
  212. ELSE IF( LDQ2 .LT. MAX( 1, M2 ) ) THEN
  213. INFO = -11
  214. ELSE IF( LWORK .LT. N ) THEN
  215. INFO = -13
  216. END IF
  217. *
  218. IF( INFO .NE. 0 ) THEN
  219. CALL XERBLA( 'SORBDB6', -INFO )
  220. RETURN
  221. END IF
  222. *
  223. EPS = SLAMCH( 'Precision' )
  224. *
  225. * First, project X onto the orthogonal complement of Q's column
  226. * space
  227. *
  228. * Christoph Conrads: In debugging mode the norm should be computed
  229. * and an assertion added comparing the norm with one. Alas, Fortran
  230. * never made it into 1989 when assert() was introduced into the C
  231. * programming language.
  232. NORM = REALONE
  233. *
  234. IF( M1 .EQ. 0 ) THEN
  235. DO I = 1, N
  236. WORK(I) = ZERO
  237. END DO
  238. ELSE
  239. CALL SGEMV( 'C', M1, N, ONE, Q1, LDQ1, X1, INCX1, ZERO, WORK,
  240. $ 1 )
  241. END IF
  242. *
  243. CALL SGEMV( 'C', M2, N, ONE, Q2, LDQ2, X2, INCX2, ONE, WORK, 1 )
  244. *
  245. CALL SGEMV( 'N', M1, N, NEGONE, Q1, LDQ1, WORK, 1, ONE, X1,
  246. $ INCX1 )
  247. CALL SGEMV( 'N', M2, N, NEGONE, Q2, LDQ2, WORK, 1, ONE, X2,
  248. $ INCX2 )
  249. *
  250. SCL = REALZERO
  251. SSQ = REALZERO
  252. CALL SLASSQ( M1, X1, INCX1, SCL, SSQ )
  253. CALL SLASSQ( M2, X2, INCX2, SCL, SSQ )
  254. NORM_NEW = SCL * SQRT(SSQ)
  255. *
  256. * If projection is sufficiently large in norm, then stop.
  257. * If projection is zero, then stop.
  258. * Otherwise, project again.
  259. *
  260. IF( NORM_NEW .GE. ALPHA * NORM ) THEN
  261. RETURN
  262. END IF
  263. *
  264. IF( NORM_NEW .LE. N * EPS * NORM ) THEN
  265. DO IX = 1, 1 + (M1-1)*INCX1, INCX1
  266. X1( IX ) = ZERO
  267. END DO
  268. DO IX = 1, 1 + (M2-1)*INCX2, INCX2
  269. X2( IX ) = ZERO
  270. END DO
  271. RETURN
  272. END IF
  273. *
  274. NORM = NORM_NEW
  275. *
  276. DO I = 1, N
  277. WORK(I) = ZERO
  278. END DO
  279. *
  280. IF( M1 .EQ. 0 ) THEN
  281. DO I = 1, N
  282. WORK(I) = ZERO
  283. END DO
  284. ELSE
  285. CALL SGEMV( 'C', M1, N, ONE, Q1, LDQ1, X1, INCX1, ZERO, WORK,
  286. $ 1 )
  287. END IF
  288. *
  289. CALL SGEMV( 'C', M2, N, ONE, Q2, LDQ2, X2, INCX2, ONE, WORK, 1 )
  290. *
  291. CALL SGEMV( 'N', M1, N, NEGONE, Q1, LDQ1, WORK, 1, ONE, X1,
  292. $ INCX1 )
  293. CALL SGEMV( 'N', M2, N, NEGONE, Q2, LDQ2, WORK, 1, ONE, X2,
  294. $ INCX2 )
  295. *
  296. SCL = REALZERO
  297. SSQ = REALZERO
  298. CALL SLASSQ( M1, X1, INCX1, SCL, SSQ )
  299. CALL SLASSQ( M2, X2, INCX2, SCL, SSQ )
  300. NORM_NEW = SCL * SQRT(SSQ)
  301. *
  302. * If second projection is sufficiently large in norm, then do
  303. * nothing more. Alternatively, if it shrunk significantly, then
  304. * truncate it to zero.
  305. *
  306. IF( NORM_NEW .LT. ALPHA * NORM ) THEN
  307. DO IX = 1, 1 + (M1-1)*INCX1, INCX1
  308. X1(IX) = ZERO
  309. END DO
  310. DO IX = 1, 1 + (M2-1)*INCX2, INCX2
  311. X2(IX) = ZERO
  312. END DO
  313. END IF
  314. *
  315. RETURN
  316. *
  317. * End of SORBDB6
  318. *
  319. END