File:  [local] / rpl / lapack / lapack / dlarfgp.f
Revision 1.18: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:38:57 2023 UTC (8 months, 3 weeks ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_35, rpl-4_1_34, HEAD
Première mise à jour de lapack et blas.

    1: *> \brief \b DLARFGP generates an elementary reflector (Householder matrix) with non-negative beta.
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download DLARFGP + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlarfgp.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlarfgp.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlarfgp.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DLARFGP( 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: *> DLARFGP 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, beta is non-negative, and x is
   44: *> an (n-1)-element real 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: *> \endverbatim
   55: *
   56: *  Arguments:
   57: *  ==========
   58: *
   59: *> \param[in] N
   60: *> \verbatim
   61: *>          N is INTEGER
   62: *>          The order of the elementary reflector.
   63: *> \endverbatim
   64: *>
   65: *> \param[in,out] ALPHA
   66: *> \verbatim
   67: *>          ALPHA is DOUBLE PRECISION
   68: *>          On entry, the value alpha.
   69: *>          On exit, it is overwritten with the value beta.
   70: *> \endverbatim
   71: *>
   72: *> \param[in,out] X
   73: *> \verbatim
   74: *>          X is DOUBLE PRECISION array, dimension
   75: *>                         (1+(N-2)*abs(INCX))
   76: *>          On entry, the vector x.
   77: *>          On exit, it is overwritten with the vector v.
   78: *> \endverbatim
   79: *>
   80: *> \param[in] INCX
   81: *> \verbatim
   82: *>          INCX is INTEGER
   83: *>          The increment between elements of X. INCX > 0.
   84: *> \endverbatim
   85: *>
   86: *> \param[out] TAU
   87: *> \verbatim
   88: *>          TAU is DOUBLE PRECISION
   89: *>          The value tau.
   90: *> \endverbatim
   91: *
   92: *  Authors:
   93: *  ========
   94: *
   95: *> \author Univ. of Tennessee
   96: *> \author Univ. of California Berkeley
   97: *> \author Univ. of Colorado Denver
   98: *> \author NAG Ltd.
   99: *
  100: *> \ingroup doubleOTHERauxiliary
  101: *
  102: *  =====================================================================
  103:       SUBROUTINE DLARFGP( N, ALPHA, X, INCX, TAU )
  104: *
  105: *  -- LAPACK auxiliary routine --
  106: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  107: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  108: *
  109: *     .. Scalar Arguments ..
  110:       INTEGER            INCX, N
  111:       DOUBLE PRECISION   ALPHA, TAU
  112: *     ..
  113: *     .. Array Arguments ..
  114:       DOUBLE PRECISION   X( * )
  115: *     ..
  116: *
  117: *  =====================================================================
  118: *
  119: *     .. Parameters ..
  120:       DOUBLE PRECISION   TWO, ONE, ZERO
  121:       PARAMETER          ( TWO = 2.0D+0, ONE = 1.0D+0, ZERO = 0.0D+0 )
  122: *     ..
  123: *     .. Local Scalars ..
  124:       INTEGER            J, KNT
  125:       DOUBLE PRECISION   BETA, BIGNUM, SAVEALPHA, SMLNUM, XNORM
  126: *     ..
  127: *     .. External Functions ..
  128:       DOUBLE PRECISION   DLAMCH, DLAPY2, DNRM2
  129:       EXTERNAL           DLAMCH, DLAPY2, DNRM2
  130: *     ..
  131: *     .. Intrinsic Functions ..
  132:       INTRINSIC          ABS, SIGN
  133: *     ..
  134: *     .. External Subroutines ..
  135:       EXTERNAL           DSCAL
  136: *     ..
  137: *     .. Executable Statements ..
  138: *
  139:       IF( N.LE.0 ) THEN
  140:          TAU = ZERO
  141:          RETURN
  142:       END IF
  143: *
  144:       XNORM = DNRM2( N-1, X, INCX )
  145: *
  146:       IF( XNORM.EQ.ZERO ) THEN
  147: *
  148: *        H  =  [+/-1, 0; I], sign chosen so ALPHA >= 0
  149: *
  150:          IF( ALPHA.GE.ZERO ) THEN
  151: *           When TAU.eq.ZERO, the vector is special-cased to be
  152: *           all zeros in the application routines.  We do not need
  153: *           to clear it.
  154:             TAU = ZERO
  155:          ELSE
  156: *           However, the application routines rely on explicit
  157: *           zero checks when TAU.ne.ZERO, and we must clear X.
  158:             TAU = TWO
  159:             DO J = 1, N-1
  160:                X( 1 + (J-1)*INCX ) = 0
  161:             END DO
  162:             ALPHA = -ALPHA
  163:          END IF
  164:       ELSE
  165: *
  166: *        general case
  167: *
  168:          BETA = SIGN( DLAPY2( ALPHA, XNORM ), ALPHA )
  169:          SMLNUM = DLAMCH( 'S' ) / DLAMCH( 'E' )
  170:          KNT = 0
  171:          IF( ABS( BETA ).LT.SMLNUM ) THEN
  172: *
  173: *           XNORM, BETA may be inaccurate; scale X and recompute them
  174: *
  175:             BIGNUM = ONE / SMLNUM
  176:    10       CONTINUE
  177:             KNT = KNT + 1
  178:             CALL DSCAL( N-1, BIGNUM, X, INCX )
  179:             BETA = BETA*BIGNUM
  180:             ALPHA = ALPHA*BIGNUM
  181:             IF( (ABS( BETA ).LT.SMLNUM) .AND. (KNT .LT. 20) )
  182:      $         GO TO 10
  183: *
  184: *           New BETA is at most 1, at least SMLNUM
  185: *
  186:             XNORM = DNRM2( N-1, X, INCX )
  187:             BETA = SIGN( DLAPY2( ALPHA, XNORM ), ALPHA )
  188:          END IF
  189:          SAVEALPHA = ALPHA
  190:          ALPHA = ALPHA + BETA
  191:          IF( BETA.LT.ZERO ) THEN
  192:             BETA = -BETA
  193:             TAU = -ALPHA / BETA
  194:          ELSE
  195:             ALPHA = XNORM * (XNORM/ALPHA)
  196:             TAU = ALPHA / BETA
  197:             ALPHA = -ALPHA
  198:          END IF
  199: *
  200:          IF ( ABS(TAU).LE.SMLNUM ) THEN
  201: *
  202: *           In the case where the computed TAU ends up being a denormalized number,
  203: *           it loses relative accuracy. This is a BIG problem. Solution: flush TAU
  204: *           to ZERO. This explains the next IF statement.
  205: *
  206: *           (Bug report provided by Pat Quillen from MathWorks on Jul 29, 2009.)
  207: *           (Thanks Pat. Thanks MathWorks.)
  208: *
  209:             IF( SAVEALPHA.GE.ZERO ) THEN
  210:                TAU = ZERO
  211:             ELSE
  212:                TAU = TWO
  213:                DO J = 1, N-1
  214:                   X( 1 + (J-1)*INCX ) = 0
  215:                END DO
  216:                BETA = -SAVEALPHA
  217:             END IF
  218: *
  219:          ELSE
  220: *
  221: *           This is the general case.
  222: *
  223:             CALL DSCAL( N-1, ONE / ALPHA, X, INCX )
  224: *
  225:          END IF
  226: *
  227: *        If BETA is subnormal, it may lose relative accuracy
  228: *
  229:          DO 20 J = 1, KNT
  230:             BETA = BETA*SMLNUM
  231:  20      CONTINUE
  232:          ALPHA = BETA
  233:       END IF
  234: *
  235:       RETURN
  236: *
  237: *     End of DLARFGP
  238: *
  239:       END

CVSweb interface <joel.bertrand@systella.fr>