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dorbdb6.f 8.3 kB

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  1. *> \brief \b DORBDB6
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DORBDB6 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dorbdb6.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dorbdb6.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dorbdb6.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DORBDB6( 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. * DOUBLE PRECISION Q1(LDQ1,*), Q2(LDQ2,*), WORK(*), X1(*), X2(*)
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *>\verbatim
  37. *>
  38. *> DORBDB6 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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. *> \date July 2012
  150. *
  151. *> \ingroup doubleOTHERcomputational
  152. *
  153. * =====================================================================
  154. SUBROUTINE DORBDB6( M1, M2, N, X1, INCX1, X2, INCX2, Q1, LDQ1, Q2,
  155. $ LDQ2, WORK, LWORK, INFO )
  156. *
  157. * -- LAPACK computational routine (version 3.7.1) --
  158. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  159. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  160. * July 2012
  161. *
  162. * .. Scalar Arguments ..
  163. INTEGER INCX1, INCX2, INFO, LDQ1, LDQ2, LWORK, M1, M2,
  164. $ N
  165. * ..
  166. * .. Array Arguments ..
  167. DOUBLE PRECISION Q1(LDQ1,*), Q2(LDQ2,*), WORK(*), X1(*), X2(*)
  168. * ..
  169. *
  170. * =====================================================================
  171. *
  172. * .. Parameters ..
  173. DOUBLE PRECISION ALPHASQ, REALONE, REALZERO
  174. PARAMETER ( ALPHASQ = 0.01D0, REALONE = 1.0D0,
  175. $ REALZERO = 0.0D0 )
  176. DOUBLE PRECISION NEGONE, ONE, ZERO
  177. PARAMETER ( NEGONE = -1.0D0, ONE = 1.0D0, ZERO = 0.0D0 )
  178. * ..
  179. * .. Local Scalars ..
  180. INTEGER I
  181. DOUBLE PRECISION NORMSQ1, NORMSQ2, SCL1, SCL2, SSQ1, SSQ2
  182. * ..
  183. * .. External Subroutines ..
  184. EXTERNAL DGEMV, DLASSQ, XERBLA
  185. * ..
  186. * .. Intrinsic Function ..
  187. INTRINSIC MAX
  188. * ..
  189. * .. Executable Statements ..
  190. *
  191. * Test input arguments
  192. *
  193. INFO = 0
  194. IF( M1 .LT. 0 ) THEN
  195. INFO = -1
  196. ELSE IF( M2 .LT. 0 ) THEN
  197. INFO = -2
  198. ELSE IF( N .LT. 0 ) THEN
  199. INFO = -3
  200. ELSE IF( INCX1 .LT. 1 ) THEN
  201. INFO = -5
  202. ELSE IF( INCX2 .LT. 1 ) THEN
  203. INFO = -7
  204. ELSE IF( LDQ1 .LT. MAX( 1, M1 ) ) THEN
  205. INFO = -9
  206. ELSE IF( LDQ2 .LT. MAX( 1, M2 ) ) THEN
  207. INFO = -11
  208. ELSE IF( LWORK .LT. N ) THEN
  209. INFO = -13
  210. END IF
  211. *
  212. IF( INFO .NE. 0 ) THEN
  213. CALL XERBLA( 'DORBDB6', -INFO )
  214. RETURN
  215. END IF
  216. *
  217. * First, project X onto the orthogonal complement of Q's column
  218. * space
  219. *
  220. SCL1 = REALZERO
  221. SSQ1 = REALONE
  222. CALL DLASSQ( M1, X1, INCX1, SCL1, SSQ1 )
  223. SCL2 = REALZERO
  224. SSQ2 = REALONE
  225. CALL DLASSQ( M2, X2, INCX2, SCL2, SSQ2 )
  226. NORMSQ1 = SCL1**2*SSQ1 + SCL2**2*SSQ2
  227. *
  228. IF( M1 .EQ. 0 ) THEN
  229. DO I = 1, N
  230. WORK(I) = ZERO
  231. END DO
  232. ELSE
  233. CALL DGEMV( 'C', M1, N, ONE, Q1, LDQ1, X1, INCX1, ZERO, WORK,
  234. $ 1 )
  235. END IF
  236. *
  237. CALL DGEMV( 'C', M2, N, ONE, Q2, LDQ2, X2, INCX2, ONE, WORK, 1 )
  238. *
  239. CALL DGEMV( 'N', M1, N, NEGONE, Q1, LDQ1, WORK, 1, ONE, X1,
  240. $ INCX1 )
  241. CALL DGEMV( 'N', M2, N, NEGONE, Q2, LDQ2, WORK, 1, ONE, X2,
  242. $ INCX2 )
  243. *
  244. SCL1 = REALZERO
  245. SSQ1 = REALONE
  246. CALL DLASSQ( M1, X1, INCX1, SCL1, SSQ1 )
  247. SCL2 = REALZERO
  248. SSQ2 = REALONE
  249. CALL DLASSQ( M2, X2, INCX2, SCL2, SSQ2 )
  250. NORMSQ2 = SCL1**2*SSQ1 + SCL2**2*SSQ2
  251. *
  252. * If projection is sufficiently large in norm, then stop.
  253. * If projection is zero, then stop.
  254. * Otherwise, project again.
  255. *
  256. IF( NORMSQ2 .GE. ALPHASQ*NORMSQ1 ) THEN
  257. RETURN
  258. END IF
  259. *
  260. IF( NORMSQ2 .EQ. ZERO ) THEN
  261. RETURN
  262. END IF
  263. *
  264. NORMSQ1 = NORMSQ2
  265. *
  266. DO I = 1, N
  267. WORK(I) = ZERO
  268. END DO
  269. *
  270. IF( M1 .EQ. 0 ) THEN
  271. DO I = 1, N
  272. WORK(I) = ZERO
  273. END DO
  274. ELSE
  275. CALL DGEMV( 'C', M1, N, ONE, Q1, LDQ1, X1, INCX1, ZERO, WORK,
  276. $ 1 )
  277. END IF
  278. *
  279. CALL DGEMV( 'C', M2, N, ONE, Q2, LDQ2, X2, INCX2, ONE, WORK, 1 )
  280. *
  281. CALL DGEMV( 'N', M1, N, NEGONE, Q1, LDQ1, WORK, 1, ONE, X1,
  282. $ INCX1 )
  283. CALL DGEMV( 'N', M2, N, NEGONE, Q2, LDQ2, WORK, 1, ONE, X2,
  284. $ INCX2 )
  285. *
  286. SCL1 = REALZERO
  287. SSQ1 = REALONE
  288. CALL DLASSQ( M1, X1, INCX1, SCL1, SSQ1 )
  289. SCL2 = REALZERO
  290. SSQ2 = REALONE
  291. CALL DLASSQ( M1, X1, INCX1, SCL1, SSQ1 )
  292. NORMSQ2 = SCL1**2*SSQ1 + SCL2**2*SSQ2
  293. *
  294. * If second projection is sufficiently large in norm, then do
  295. * nothing more. Alternatively, if it shrunk significantly, then
  296. * truncate it to zero.
  297. *
  298. IF( NORMSQ2 .LT. ALPHASQ*NORMSQ1 ) THEN
  299. DO I = 1, M1
  300. X1(I) = ZERO
  301. END DO
  302. DO I = 1, M2
  303. X2(I) = ZERO
  304. END DO
  305. END IF
  306. *
  307. RETURN
  308. *
  309. * End of DORBDB6
  310. *
  311. END