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- *> \brief \b DLAROR
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DLAROR( SIDE, INIT, M, N, A, LDA, ISEED, X, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER INIT, SIDE
- * INTEGER INFO, LDA, M, N
- * ..
- * .. Array Arguments ..
- * INTEGER ISEED( 4 )
- * DOUBLE PRECISION A( LDA, * ), X( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> DLAROR pre- or post-multiplies an M by N matrix A by a random
- *> orthogonal matrix U, overwriting A. A may optionally be initialized
- *> to the identity matrix before multiplying by U. U is generated using
- *> the method of G.W. Stewart (SIAM J. Numer. Anal. 17, 1980, 403-409).
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] SIDE
- *> \verbatim
- *> SIDE is CHARACTER*1
- *> Specifies whether A is multiplied on the left or right by U.
- *> = 'L': Multiply A on the left (premultiply) by U
- *> = 'R': Multiply A on the right (postmultiply) by U'
- *> = 'C' or 'T': Multiply A on the left by U and the right
- *> by U' (Here, U' means U-transpose.)
- *> \endverbatim
- *>
- *> \param[in] INIT
- *> \verbatim
- *> INIT is CHARACTER*1
- *> Specifies whether or not A should be initialized to the
- *> identity matrix.
- *> = 'I': Initialize A to (a section of) the identity matrix
- *> before applying U.
- *> = 'N': No initialization. Apply U to the input matrix A.
- *>
- *> INIT = 'I' may be used to generate square or rectangular
- *> orthogonal matrices:
- *>
- *> For M = N and SIDE = 'L' or 'R', the rows will be orthogonal
- *> to each other, as will the columns.
- *>
- *> If M < N, SIDE = 'R' produces a dense matrix whose rows are
- *> orthogonal and whose columns are not, while SIDE = 'L'
- *> produces a matrix whose rows are orthogonal, and whose first
- *> M columns are orthogonal, and whose remaining columns are
- *> zero.
- *>
- *> If M > N, SIDE = 'L' produces a dense matrix whose columns
- *> are orthogonal and whose rows are not, while SIDE = 'R'
- *> produces a matrix whose columns are orthogonal, and whose
- *> first M rows are orthogonal, and whose remaining rows are
- *> zero.
- *> \endverbatim
- *>
- *> \param[in] M
- *> \verbatim
- *> M is INTEGER
- *> The number of rows of A.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of columns of A.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is DOUBLE PRECISION array, dimension (LDA, N)
- *> On entry, the array A.
- *> On exit, overwritten by U A ( if SIDE = 'L' ),
- *> or by A U ( if SIDE = 'R' ),
- *> or by U A U' ( if SIDE = 'C' or 'T').
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,M).
- *> \endverbatim
- *>
- *> \param[in,out] ISEED
- *> \verbatim
- *> ISEED is INTEGER array, dimension (4)
- *> On entry ISEED specifies the seed of the random number
- *> generator. The array elements should be between 0 and 4095;
- *> if not they will be reduced mod 4096. Also, ISEED(4) must
- *> be odd. The random number generator uses a linear
- *> congruential sequence limited to small integers, and so
- *> should produce machine independent random numbers. The
- *> values of ISEED are changed on exit, and can be used in the
- *> next call to DLAROR to continue the same random number
- *> sequence.
- *> \endverbatim
- *>
- *> \param[out] X
- *> \verbatim
- *> X is DOUBLE PRECISION array, dimension (3*MAX( M, N ))
- *> Workspace of length
- *> 2*M + N if SIDE = 'L',
- *> 2*N + M if SIDE = 'R',
- *> 3*N if SIDE = 'C' or 'T'.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> An error flag. It is set to:
- *> = 0: normal return
- *> < 0: if INFO = -k, the k-th argument had an illegal value
- *> = 1: if the random numbers generated by DLARND are bad.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup double_matgen
- *
- * =====================================================================
- SUBROUTINE DLAROR( SIDE, INIT, M, N, A, LDA, ISEED, X, INFO )
- *
- * -- LAPACK auxiliary routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- CHARACTER INIT, SIDE
- INTEGER INFO, LDA, M, N
- * ..
- * .. Array Arguments ..
- INTEGER ISEED( 4 )
- DOUBLE PRECISION A( LDA, * ), X( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION ZERO, ONE, TOOSML
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0,
- $ TOOSML = 1.0D-20 )
- * ..
- * .. Local Scalars ..
- INTEGER IROW, ITYPE, IXFRM, J, JCOL, KBEG, NXFRM
- DOUBLE PRECISION FACTOR, XNORM, XNORMS
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- DOUBLE PRECISION DLARND, DNRM2
- EXTERNAL LSAME, DLARND, DNRM2
- * ..
- * .. External Subroutines ..
- EXTERNAL DGEMV, DGER, DLASET, DSCAL, XERBLA
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, SIGN
- * ..
- * .. Executable Statements ..
- *
- INFO = 0
- IF( N.EQ.0 .OR. M.EQ.0 )
- $ RETURN
- *
- ITYPE = 0
- IF( LSAME( SIDE, 'L' ) ) THEN
- ITYPE = 1
- ELSE IF( LSAME( SIDE, 'R' ) ) THEN
- ITYPE = 2
- ELSE IF( LSAME( SIDE, 'C' ) .OR. LSAME( SIDE, 'T' ) ) THEN
- ITYPE = 3
- END IF
- *
- * Check for argument errors.
- *
- IF( ITYPE.EQ.0 ) THEN
- INFO = -1
- ELSE IF( M.LT.0 ) THEN
- INFO = -3
- ELSE IF( N.LT.0 .OR. ( ITYPE.EQ.3 .AND. N.NE.M ) ) THEN
- INFO = -4
- ELSE IF( LDA.LT.M ) THEN
- INFO = -6
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'DLAROR', -INFO )
- RETURN
- END IF
- *
- IF( ITYPE.EQ.1 ) THEN
- NXFRM = M
- ELSE
- NXFRM = N
- END IF
- *
- * Initialize A to the identity matrix if desired
- *
- IF( LSAME( INIT, 'I' ) )
- $ CALL DLASET( 'Full', M, N, ZERO, ONE, A, LDA )
- *
- * If no rotation possible, multiply by random +/-1
- *
- * Compute rotation by computing Householder transformations
- * H(2), H(3), ..., H(nhouse)
- *
- DO 10 J = 1, NXFRM
- X( J ) = ZERO
- 10 CONTINUE
- *
- DO 30 IXFRM = 2, NXFRM
- KBEG = NXFRM - IXFRM + 1
- *
- * Generate independent normal( 0, 1 ) random numbers
- *
- DO 20 J = KBEG, NXFRM
- X( J ) = DLARND( 3, ISEED )
- 20 CONTINUE
- *
- * Generate a Householder transformation from the random vector X
- *
- XNORM = DNRM2( IXFRM, X( KBEG ), 1 )
- XNORMS = SIGN( XNORM, X( KBEG ) )
- X( KBEG+NXFRM ) = SIGN( ONE, -X( KBEG ) )
- FACTOR = XNORMS*( XNORMS+X( KBEG ) )
- IF( ABS( FACTOR ).LT.TOOSML ) THEN
- INFO = 1
- CALL XERBLA( 'DLAROR', INFO )
- RETURN
- ELSE
- FACTOR = ONE / FACTOR
- END IF
- X( KBEG ) = X( KBEG ) + XNORMS
- *
- * Apply Householder transformation to A
- *
- IF( ITYPE.EQ.1 .OR. ITYPE.EQ.3 ) THEN
- *
- * Apply H(k) from the left.
- *
- CALL DGEMV( 'T', IXFRM, N, ONE, A( KBEG, 1 ), LDA,
- $ X( KBEG ), 1, ZERO, X( 2*NXFRM+1 ), 1 )
- CALL DGER( IXFRM, N, -FACTOR, X( KBEG ), 1, X( 2*NXFRM+1 ),
- $ 1, A( KBEG, 1 ), LDA )
- *
- END IF
- *
- IF( ITYPE.EQ.2 .OR. ITYPE.EQ.3 ) THEN
- *
- * Apply H(k) from the right.
- *
- CALL DGEMV( 'N', M, IXFRM, ONE, A( 1, KBEG ), LDA,
- $ X( KBEG ), 1, ZERO, X( 2*NXFRM+1 ), 1 )
- CALL DGER( M, IXFRM, -FACTOR, X( 2*NXFRM+1 ), 1, X( KBEG ),
- $ 1, A( 1, KBEG ), LDA )
- *
- END IF
- 30 CONTINUE
- *
- X( 2*NXFRM ) = SIGN( ONE, DLARND( 3, ISEED ) )
- *
- * Scale the matrix A by D.
- *
- IF( ITYPE.EQ.1 .OR. ITYPE.EQ.3 ) THEN
- DO 40 IROW = 1, M
- CALL DSCAL( N, X( NXFRM+IROW ), A( IROW, 1 ), LDA )
- 40 CONTINUE
- END IF
- *
- IF( ITYPE.EQ.2 .OR. ITYPE.EQ.3 ) THEN
- DO 50 JCOL = 1, N
- CALL DSCAL( M, X( NXFRM+JCOL ), A( 1, JCOL ), 1 )
- 50 CONTINUE
- END IF
- RETURN
- *
- * End of DLAROR
- *
- END
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