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dlarfg.f 4.9 kB

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  1. *> \brief \b DLARFG generates an elementary reflector (Householder matrix).
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLARFG + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlarfg.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlarfg.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlarfg.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLARFG( N, ALPHA, X, INCX, TAU )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INCX, N
  25. * DOUBLE PRECISION ALPHA, TAU
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION X( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DLARFG generates a real elementary reflector H of order n, such
  38. *> that
  39. *>
  40. *> H * ( alpha ) = ( beta ), H**T * H = I.
  41. *> ( x ) ( 0 )
  42. *>
  43. *> where alpha and beta are scalars, and x is an (n-1)-element real
  44. *> vector. H is represented in the form
  45. *>
  46. *> H = I - tau * ( 1 ) * ( 1 v**T ) ,
  47. *> ( v )
  48. *>
  49. *> where tau is a real scalar and v is a real (n-1)-element
  50. *> vector.
  51. *>
  52. *> If the elements of x are all zero, then tau = 0 and H is taken to be
  53. *> the unit matrix.
  54. *>
  55. *> Otherwise 1 <= tau <= 2.
  56. *> \endverbatim
  57. *
  58. * Arguments:
  59. * ==========
  60. *
  61. *> \param[in] N
  62. *> \verbatim
  63. *> N is INTEGER
  64. *> The order of the elementary reflector.
  65. *> \endverbatim
  66. *>
  67. *> \param[in,out] ALPHA
  68. *> \verbatim
  69. *> ALPHA is DOUBLE PRECISION
  70. *> On entry, the value alpha.
  71. *> On exit, it is overwritten with the value beta.
  72. *> \endverbatim
  73. *>
  74. *> \param[in,out] X
  75. *> \verbatim
  76. *> X is DOUBLE PRECISION array, dimension
  77. *> (1+(N-2)*abs(INCX))
  78. *> On entry, the vector x.
  79. *> On exit, it is overwritten with the vector v.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] INCX
  83. *> \verbatim
  84. *> INCX is INTEGER
  85. *> The increment between elements of X. INCX > 0.
  86. *> \endverbatim
  87. *>
  88. *> \param[out] TAU
  89. *> \verbatim
  90. *> TAU is DOUBLE PRECISION
  91. *> The value tau.
  92. *> \endverbatim
  93. *
  94. * Authors:
  95. * ========
  96. *
  97. *> \author Univ. of Tennessee
  98. *> \author Univ. of California Berkeley
  99. *> \author Univ. of Colorado Denver
  100. *> \author NAG Ltd.
  101. *
  102. *> \ingroup doubleOTHERauxiliary
  103. *
  104. * =====================================================================
  105. SUBROUTINE DLARFG( N, ALPHA, X, INCX, TAU )
  106. *
  107. * -- LAPACK auxiliary routine --
  108. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  109. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  110. *
  111. * .. Scalar Arguments ..
  112. INTEGER INCX, N
  113. DOUBLE PRECISION ALPHA, TAU
  114. * ..
  115. * .. Array Arguments ..
  116. DOUBLE PRECISION X( * )
  117. * ..
  118. *
  119. * =====================================================================
  120. *
  121. * .. Parameters ..
  122. DOUBLE PRECISION ONE, ZERO
  123. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  124. * ..
  125. * .. Local Scalars ..
  126. INTEGER J, KNT
  127. DOUBLE PRECISION BETA, RSAFMN, SAFMIN, XNORM
  128. * ..
  129. * .. External Functions ..
  130. DOUBLE PRECISION DLAMCH, DLAPY2, DNRM2
  131. EXTERNAL DLAMCH, DLAPY2, DNRM2
  132. * ..
  133. * .. Intrinsic Functions ..
  134. INTRINSIC ABS, SIGN
  135. * ..
  136. * .. External Subroutines ..
  137. EXTERNAL DSCAL
  138. * ..
  139. * .. Executable Statements ..
  140. *
  141. IF( N.LE.1 ) THEN
  142. TAU = ZERO
  143. RETURN
  144. END IF
  145. *
  146. XNORM = DNRM2( N-1, X, INCX )
  147. *
  148. IF( XNORM.EQ.ZERO ) THEN
  149. *
  150. * H = I
  151. *
  152. TAU = ZERO
  153. ELSE
  154. *
  155. * general case
  156. *
  157. BETA = -SIGN( DLAPY2( ALPHA, XNORM ), ALPHA )
  158. SAFMIN = DLAMCH( 'S' ) / DLAMCH( 'E' )
  159. KNT = 0
  160. IF( ABS( BETA ).LT.SAFMIN ) THEN
  161. *
  162. * XNORM, BETA may be inaccurate; scale X and recompute them
  163. *
  164. RSAFMN = ONE / SAFMIN
  165. 10 CONTINUE
  166. KNT = KNT + 1
  167. CALL DSCAL( N-1, RSAFMN, X, INCX )
  168. BETA = BETA*RSAFMN
  169. ALPHA = ALPHA*RSAFMN
  170. IF( (ABS( BETA ).LT.SAFMIN) .AND. (KNT .LT. 20) )
  171. $ GO TO 10
  172. *
  173. * New BETA is at most 1, at least SAFMIN
  174. *
  175. XNORM = DNRM2( N-1, X, INCX )
  176. BETA = -SIGN( DLAPY2( ALPHA, XNORM ), ALPHA )
  177. END IF
  178. TAU = ( BETA-ALPHA ) / BETA
  179. CALL DSCAL( N-1, ONE / ( ALPHA-BETA ), X, INCX )
  180. *
  181. * If ALPHA is subnormal, it may lose relative accuracy
  182. *
  183. DO 20 J = 1, KNT
  184. BETA = BETA*SAFMIN
  185. 20 CONTINUE
  186. ALPHA = BETA
  187. END IF
  188. *
  189. RETURN
  190. *
  191. * End of DLARFG
  192. *
  193. END