You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

dlarge.f 4.5 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171
  1. *> \brief \b DLARGE
  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 DLARGE( N, A, LDA, ISEED, WORK, INFO )
  12. *
  13. * .. Scalar Arguments ..
  14. * INTEGER INFO, LDA, N
  15. * ..
  16. * .. Array Arguments ..
  17. * INTEGER ISEED( 4 )
  18. * DOUBLE PRECISION A( LDA, * ), WORK( * )
  19. * ..
  20. *
  21. *
  22. *> \par Purpose:
  23. * =============
  24. *>
  25. *> \verbatim
  26. *>
  27. *> DLARGE pre- and post-multiplies a real general n by n matrix A
  28. *> with a random orthogonal matrix: A = U*D*U'.
  29. *> \endverbatim
  30. *
  31. * Arguments:
  32. * ==========
  33. *
  34. *> \param[in] N
  35. *> \verbatim
  36. *> N is INTEGER
  37. *> The order of the matrix A. N >= 0.
  38. *> \endverbatim
  39. *>
  40. *> \param[in,out] A
  41. *> \verbatim
  42. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  43. *> On entry, the original n by n matrix A.
  44. *> On exit, A is overwritten by U*A*U' for some random
  45. *> orthogonal matrix U.
  46. *> \endverbatim
  47. *>
  48. *> \param[in] LDA
  49. *> \verbatim
  50. *> LDA is INTEGER
  51. *> The leading dimension of the array A. LDA >= N.
  52. *> \endverbatim
  53. *>
  54. *> \param[in,out] ISEED
  55. *> \verbatim
  56. *> ISEED is INTEGER array, dimension (4)
  57. *> On entry, the seed of the random number generator; the array
  58. *> elements must be between 0 and 4095, and ISEED(4) must be
  59. *> odd.
  60. *> On exit, the seed is updated.
  61. *> \endverbatim
  62. *>
  63. *> \param[out] WORK
  64. *> \verbatim
  65. *> WORK is DOUBLE PRECISION array, dimension (2*N)
  66. *> \endverbatim
  67. *>
  68. *> \param[out] INFO
  69. *> \verbatim
  70. *> INFO is INTEGER
  71. *> = 0: successful exit
  72. *> < 0: if INFO = -i, the i-th argument had an illegal value
  73. *> \endverbatim
  74. *
  75. * Authors:
  76. * ========
  77. *
  78. *> \author Univ. of Tennessee
  79. *> \author Univ. of California Berkeley
  80. *> \author Univ. of Colorado Denver
  81. *> \author NAG Ltd.
  82. *
  83. *> \ingroup double_matgen
  84. *
  85. * =====================================================================
  86. SUBROUTINE DLARGE( N, A, LDA, ISEED, WORK, INFO )
  87. *
  88. * -- LAPACK auxiliary routine --
  89. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  90. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  91. *
  92. * .. Scalar Arguments ..
  93. INTEGER INFO, LDA, N
  94. * ..
  95. * .. Array Arguments ..
  96. INTEGER ISEED( 4 )
  97. DOUBLE PRECISION A( LDA, * ), WORK( * )
  98. * ..
  99. *
  100. * =====================================================================
  101. *
  102. * .. Parameters ..
  103. DOUBLE PRECISION ZERO, ONE
  104. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  105. * ..
  106. * .. Local Scalars ..
  107. INTEGER I
  108. DOUBLE PRECISION TAU, WA, WB, WN
  109. * ..
  110. * .. External Subroutines ..
  111. EXTERNAL DGEMV, DGER, DLARNV, DSCAL, XERBLA
  112. * ..
  113. * .. Intrinsic Functions ..
  114. INTRINSIC MAX, SIGN
  115. * ..
  116. * .. External Functions ..
  117. DOUBLE PRECISION DNRM2
  118. EXTERNAL DNRM2
  119. * ..
  120. * .. Executable Statements ..
  121. *
  122. * Test the input arguments
  123. *
  124. INFO = 0
  125. IF( N.LT.0 ) THEN
  126. INFO = -1
  127. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  128. INFO = -3
  129. END IF
  130. IF( INFO.LT.0 ) THEN
  131. CALL XERBLA( 'DLARGE', -INFO )
  132. RETURN
  133. END IF
  134. *
  135. * pre- and post-multiply A by random orthogonal matrix
  136. *
  137. DO 10 I = N, 1, -1
  138. *
  139. * generate random reflection
  140. *
  141. CALL DLARNV( 3, ISEED, N-I+1, WORK )
  142. WN = DNRM2( N-I+1, WORK, 1 )
  143. WA = SIGN( WN, WORK( 1 ) )
  144. IF( WN.EQ.ZERO ) THEN
  145. TAU = ZERO
  146. ELSE
  147. WB = WORK( 1 ) + WA
  148. CALL DSCAL( N-I, ONE / WB, WORK( 2 ), 1 )
  149. WORK( 1 ) = ONE
  150. TAU = WB / WA
  151. END IF
  152. *
  153. * multiply A(i:n,1:n) by random reflection from the left
  154. *
  155. CALL DGEMV( 'Transpose', N-I+1, N, ONE, A( I, 1 ), LDA, WORK,
  156. $ 1, ZERO, WORK( N+1 ), 1 )
  157. CALL DGER( N-I+1, N, -TAU, WORK, 1, WORK( N+1 ), 1, A( I, 1 ),
  158. $ LDA )
  159. *
  160. * multiply A(1:n,i:n) by random reflection from the right
  161. *
  162. CALL DGEMV( 'No transpose', N, N-I+1, ONE, A( 1, I ), LDA,
  163. $ WORK, 1, ZERO, WORK( N+1 ), 1 )
  164. CALL DGER( N, N-I+1, -TAU, WORK( N+1 ), 1, WORK, 1, A( 1, I ),
  165. $ LDA )
  166. 10 CONTINUE
  167. RETURN
  168. *
  169. * End of DLARGE
  170. *
  171. END