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dlaror.f 9.0 kB

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  1. *> \brief \b DLAROR
  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 DLAROR( SIDE, INIT, M, N, A, LDA, ISEED, X, INFO )
  12. *
  13. * .. Scalar Arguments ..
  14. * CHARACTER INIT, SIDE
  15. * INTEGER INFO, LDA, M, N
  16. * ..
  17. * .. Array Arguments ..
  18. * INTEGER ISEED( 4 )
  19. * DOUBLE PRECISION A( LDA, * ), X( * )
  20. * ..
  21. *
  22. *
  23. *> \par Purpose:
  24. * =============
  25. *>
  26. *> \verbatim
  27. *>
  28. *> DLAROR pre- or post-multiplies an M by N matrix A by a random
  29. *> orthogonal matrix U, overwriting A. A may optionally be initialized
  30. *> to the identity matrix before multiplying by U. U is generated using
  31. *> the method of G.W. Stewart (SIAM J. Numer. Anal. 17, 1980, 403-409).
  32. *> \endverbatim
  33. *
  34. * Arguments:
  35. * ==========
  36. *
  37. *> \param[in] SIDE
  38. *> \verbatim
  39. *> SIDE is CHARACTER*1
  40. *> Specifies whether A is multiplied on the left or right by U.
  41. *> = 'L': Multiply A on the left (premultiply) by U
  42. *> = 'R': Multiply A on the right (postmultiply) by U'
  43. *> = 'C' or 'T': Multiply A on the left by U and the right
  44. *> by U' (Here, U' means U-transpose.)
  45. *> \endverbatim
  46. *>
  47. *> \param[in] INIT
  48. *> \verbatim
  49. *> INIT is CHARACTER*1
  50. *> Specifies whether or not A should be initialized to the
  51. *> identity matrix.
  52. *> = 'I': Initialize A to (a section of) the identity matrix
  53. *> before applying U.
  54. *> = 'N': No initialization. Apply U to the input matrix A.
  55. *>
  56. *> INIT = 'I' may be used to generate square or rectangular
  57. *> orthogonal matrices:
  58. *>
  59. *> For M = N and SIDE = 'L' or 'R', the rows will be orthogonal
  60. *> to each other, as will the columns.
  61. *>
  62. *> If M < N, SIDE = 'R' produces a dense matrix whose rows are
  63. *> orthogonal and whose columns are not, while SIDE = 'L'
  64. *> produces a matrix whose rows are orthogonal, and whose first
  65. *> M columns are orthogonal, and whose remaining columns are
  66. *> zero.
  67. *>
  68. *> If M > N, SIDE = 'L' produces a dense matrix whose columns
  69. *> are orthogonal and whose rows are not, while SIDE = 'R'
  70. *> produces a matrix whose columns are orthogonal, and whose
  71. *> first M rows are orthogonal, and whose remaining rows are
  72. *> zero.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] M
  76. *> \verbatim
  77. *> M is INTEGER
  78. *> The number of rows of A.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] N
  82. *> \verbatim
  83. *> N is INTEGER
  84. *> The number of columns of A.
  85. *> \endverbatim
  86. *>
  87. *> \param[in,out] A
  88. *> \verbatim
  89. *> A is DOUBLE PRECISION array, dimension (LDA, N)
  90. *> On entry, the array A.
  91. *> On exit, overwritten by U A ( if SIDE = 'L' ),
  92. *> or by A U ( if SIDE = 'R' ),
  93. *> or by U A U' ( if SIDE = 'C' or 'T').
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDA
  97. *> \verbatim
  98. *> LDA is INTEGER
  99. *> The leading dimension of the array A. LDA >= max(1,M).
  100. *> \endverbatim
  101. *>
  102. *> \param[in,out] ISEED
  103. *> \verbatim
  104. *> ISEED is INTEGER array, dimension (4)
  105. *> On entry ISEED specifies the seed of the random number
  106. *> generator. The array elements should be between 0 and 4095;
  107. *> if not they will be reduced mod 4096. Also, ISEED(4) must
  108. *> be odd. The random number generator uses a linear
  109. *> congruential sequence limited to small integers, and so
  110. *> should produce machine independent random numbers. The
  111. *> values of ISEED are changed on exit, and can be used in the
  112. *> next call to DLAROR to continue the same random number
  113. *> sequence.
  114. *> \endverbatim
  115. *>
  116. *> \param[out] X
  117. *> \verbatim
  118. *> X is DOUBLE PRECISION array, dimension (3*MAX( M, N ))
  119. *> Workspace of length
  120. *> 2*M + N if SIDE = 'L',
  121. *> 2*N + M if SIDE = 'R',
  122. *> 3*N if SIDE = 'C' or 'T'.
  123. *> \endverbatim
  124. *>
  125. *> \param[out] INFO
  126. *> \verbatim
  127. *> INFO is INTEGER
  128. *> An error flag. It is set to:
  129. *> = 0: normal return
  130. *> < 0: if INFO = -k, the k-th argument had an illegal value
  131. *> = 1: if the random numbers generated by DLARND are bad.
  132. *> \endverbatim
  133. *
  134. * Authors:
  135. * ========
  136. *
  137. *> \author Univ. of Tennessee
  138. *> \author Univ. of California Berkeley
  139. *> \author Univ. of Colorado Denver
  140. *> \author NAG Ltd.
  141. *
  142. *> \ingroup double_matgen
  143. *
  144. * =====================================================================
  145. SUBROUTINE DLAROR( SIDE, INIT, M, N, A, LDA, ISEED, X, INFO )
  146. *
  147. * -- LAPACK auxiliary routine --
  148. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  149. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  150. *
  151. * .. Scalar Arguments ..
  152. CHARACTER INIT, SIDE
  153. INTEGER INFO, LDA, M, N
  154. * ..
  155. * .. Array Arguments ..
  156. INTEGER ISEED( 4 )
  157. DOUBLE PRECISION A( LDA, * ), X( * )
  158. * ..
  159. *
  160. * =====================================================================
  161. *
  162. * .. Parameters ..
  163. DOUBLE PRECISION ZERO, ONE, TOOSML
  164. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0,
  165. $ TOOSML = 1.0D-20 )
  166. * ..
  167. * .. Local Scalars ..
  168. INTEGER IROW, ITYPE, IXFRM, J, JCOL, KBEG, NXFRM
  169. DOUBLE PRECISION FACTOR, XNORM, XNORMS
  170. * ..
  171. * .. External Functions ..
  172. LOGICAL LSAME
  173. DOUBLE PRECISION DLARND, DNRM2
  174. EXTERNAL LSAME, DLARND, DNRM2
  175. * ..
  176. * .. External Subroutines ..
  177. EXTERNAL DGEMV, DGER, DLASET, DSCAL, XERBLA
  178. * ..
  179. * .. Intrinsic Functions ..
  180. INTRINSIC ABS, SIGN
  181. * ..
  182. * .. Executable Statements ..
  183. *
  184. INFO = 0
  185. IF( N.EQ.0 .OR. M.EQ.0 )
  186. $ RETURN
  187. *
  188. ITYPE = 0
  189. IF( LSAME( SIDE, 'L' ) ) THEN
  190. ITYPE = 1
  191. ELSE IF( LSAME( SIDE, 'R' ) ) THEN
  192. ITYPE = 2
  193. ELSE IF( LSAME( SIDE, 'C' ) .OR. LSAME( SIDE, 'T' ) ) THEN
  194. ITYPE = 3
  195. END IF
  196. *
  197. * Check for argument errors.
  198. *
  199. IF( ITYPE.EQ.0 ) THEN
  200. INFO = -1
  201. ELSE IF( M.LT.0 ) THEN
  202. INFO = -3
  203. ELSE IF( N.LT.0 .OR. ( ITYPE.EQ.3 .AND. N.NE.M ) ) THEN
  204. INFO = -4
  205. ELSE IF( LDA.LT.M ) THEN
  206. INFO = -6
  207. END IF
  208. IF( INFO.NE.0 ) THEN
  209. CALL XERBLA( 'DLAROR', -INFO )
  210. RETURN
  211. END IF
  212. *
  213. IF( ITYPE.EQ.1 ) THEN
  214. NXFRM = M
  215. ELSE
  216. NXFRM = N
  217. END IF
  218. *
  219. * Initialize A to the identity matrix if desired
  220. *
  221. IF( LSAME( INIT, 'I' ) )
  222. $ CALL DLASET( 'Full', M, N, ZERO, ONE, A, LDA )
  223. *
  224. * If no rotation possible, multiply by random +/-1
  225. *
  226. * Compute rotation by computing Householder transformations
  227. * H(2), H(3), ..., H(nhouse)
  228. *
  229. DO 10 J = 1, NXFRM
  230. X( J ) = ZERO
  231. 10 CONTINUE
  232. *
  233. DO 30 IXFRM = 2, NXFRM
  234. KBEG = NXFRM - IXFRM + 1
  235. *
  236. * Generate independent normal( 0, 1 ) random numbers
  237. *
  238. DO 20 J = KBEG, NXFRM
  239. X( J ) = DLARND( 3, ISEED )
  240. 20 CONTINUE
  241. *
  242. * Generate a Householder transformation from the random vector X
  243. *
  244. XNORM = DNRM2( IXFRM, X( KBEG ), 1 )
  245. XNORMS = SIGN( XNORM, X( KBEG ) )
  246. X( KBEG+NXFRM ) = SIGN( ONE, -X( KBEG ) )
  247. FACTOR = XNORMS*( XNORMS+X( KBEG ) )
  248. IF( ABS( FACTOR ).LT.TOOSML ) THEN
  249. INFO = 1
  250. CALL XERBLA( 'DLAROR', INFO )
  251. RETURN
  252. ELSE
  253. FACTOR = ONE / FACTOR
  254. END IF
  255. X( KBEG ) = X( KBEG ) + XNORMS
  256. *
  257. * Apply Householder transformation to A
  258. *
  259. IF( ITYPE.EQ.1 .OR. ITYPE.EQ.3 ) THEN
  260. *
  261. * Apply H(k) from the left.
  262. *
  263. CALL DGEMV( 'T', IXFRM, N, ONE, A( KBEG, 1 ), LDA,
  264. $ X( KBEG ), 1, ZERO, X( 2*NXFRM+1 ), 1 )
  265. CALL DGER( IXFRM, N, -FACTOR, X( KBEG ), 1, X( 2*NXFRM+1 ),
  266. $ 1, A( KBEG, 1 ), LDA )
  267. *
  268. END IF
  269. *
  270. IF( ITYPE.EQ.2 .OR. ITYPE.EQ.3 ) THEN
  271. *
  272. * Apply H(k) from the right.
  273. *
  274. CALL DGEMV( 'N', M, IXFRM, ONE, A( 1, KBEG ), LDA,
  275. $ X( KBEG ), 1, ZERO, X( 2*NXFRM+1 ), 1 )
  276. CALL DGER( M, IXFRM, -FACTOR, X( 2*NXFRM+1 ), 1, X( KBEG ),
  277. $ 1, A( 1, KBEG ), LDA )
  278. *
  279. END IF
  280. 30 CONTINUE
  281. *
  282. X( 2*NXFRM ) = SIGN( ONE, DLARND( 3, ISEED ) )
  283. *
  284. * Scale the matrix A by D.
  285. *
  286. IF( ITYPE.EQ.1 .OR. ITYPE.EQ.3 ) THEN
  287. DO 40 IROW = 1, M
  288. CALL DSCAL( N, X( NXFRM+IROW ), A( IROW, 1 ), LDA )
  289. 40 CONTINUE
  290. END IF
  291. *
  292. IF( ITYPE.EQ.2 .OR. ITYPE.EQ.3 ) THEN
  293. DO 50 JCOL = 1, N
  294. CALL DSCAL( M, X( NXFRM+JCOL ), A( 1, JCOL ), 1 )
  295. 50 CONTINUE
  296. END IF
  297. RETURN
  298. *
  299. * End of DLAROR
  300. *
  301. END