--- rpl/lapack/lapack/dorbdb6.f 2018/05/29 07:18:02 1.7 +++ rpl/lapack/lapack/dorbdb6.f 2023/08/07 08:39:01 1.8 @@ -41,10 +41,16 @@ *> with respect to the columns of *> Q = [ Q1 ] . *> [ Q2 ] -*> The columns of Q must be orthonormal. -*> -*> If the projection is zero according to Kahan's "twice is enough" -*> criterion, then the zero vector is returned. +*> The Euclidean norm of X must be one and the columns of Q must be +*> orthonormal. The orthogonalized vector will be zero if and only if it +*> lies entirely in the range of Q. +*> +*> The projection is computed with at most two iterations of the +*> classical Gram-Schmidt algorithm, see +*> * L. Giraud, J. Langou, M. Rozložník. "On the round-off error +*> analysis of the Gram-Schmidt algorithm with reorthogonalization." +*> 2002. CERFACS Technical Report No. TR/PA/02/33. URL: +*> https://www.cerfacs.fr/algor/reports/2002/TR_PA_02_33.pdf *> *>\endverbatim * @@ -146,18 +152,15 @@ *> \author Univ. of Colorado Denver *> \author NAG Ltd. * -*> \date July 2012 -* *> \ingroup doubleOTHERcomputational * * ===================================================================== SUBROUTINE DORBDB6( M1, M2, N, X1, INCX1, X2, INCX2, Q1, LDQ1, Q2, $ LDQ2, WORK, LWORK, INFO ) * -* -- LAPACK computational routine (version 3.7.1) -- +* -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* July 2012 * * .. Scalar Arguments .. INTEGER INCX1, INCX2, INFO, LDQ1, LDQ2, LWORK, M1, M2, @@ -170,15 +173,18 @@ * ===================================================================== * * .. Parameters .. - DOUBLE PRECISION ALPHASQ, REALONE, REALZERO - PARAMETER ( ALPHASQ = 0.01D0, REALONE = 1.0D0, + DOUBLE PRECISION ALPHA, REALONE, REALZERO + PARAMETER ( ALPHA = 0.01D0, REALONE = 1.0D0, $ REALZERO = 0.0D0 ) DOUBLE PRECISION NEGONE, ONE, ZERO PARAMETER ( NEGONE = -1.0D0, ONE = 1.0D0, ZERO = 0.0D0 ) * .. * .. Local Scalars .. - INTEGER I - DOUBLE PRECISION NORMSQ1, NORMSQ2, SCL1, SCL2, SSQ1, SSQ2 + INTEGER I, IX + DOUBLE PRECISION EPS, NORM, NORM_NEW, SCL, SSQ +* .. +* .. External Functions .. + DOUBLE PRECISION DLAMCH * .. * .. External Subroutines .. EXTERNAL DGEMV, DLASSQ, XERBLA @@ -214,16 +220,16 @@ RETURN END IF * + EPS = DLAMCH( 'Precision' ) +* * First, project X onto the orthogonal complement of Q's column * space * - SCL1 = REALZERO - SSQ1 = REALONE - CALL DLASSQ( M1, X1, INCX1, SCL1, SSQ1 ) - SCL2 = REALZERO - SSQ2 = REALONE - CALL DLASSQ( M2, X2, INCX2, SCL2, SSQ2 ) - NORMSQ1 = SCL1**2*SSQ1 + SCL2**2*SSQ2 +* Christoph Conrads: In debugging mode the norm should be computed +* and an assertion added comparing the norm with one. Alas, Fortran +* never made it into 1989 when assert() was introduced into the C +* programming language. + NORM = REALONE * IF( M1 .EQ. 0 ) THEN DO I = 1, N @@ -241,27 +247,31 @@ CALL DGEMV( 'N', M2, N, NEGONE, Q2, LDQ2, WORK, 1, ONE, X2, $ INCX2 ) * - SCL1 = REALZERO - SSQ1 = REALONE - CALL DLASSQ( M1, X1, INCX1, SCL1, SSQ1 ) - SCL2 = REALZERO - SSQ2 = REALONE - CALL DLASSQ( M2, X2, INCX2, SCL2, SSQ2 ) - NORMSQ2 = SCL1**2*SSQ1 + SCL2**2*SSQ2 + SCL = REALZERO + SSQ = REALZERO + CALL DLASSQ( M1, X1, INCX1, SCL, SSQ ) + CALL DLASSQ( M2, X2, INCX2, SCL, SSQ ) + NORM_NEW = SCL * SQRT(SSQ) * * If projection is sufficiently large in norm, then stop. * If projection is zero, then stop. * Otherwise, project again. * - IF( NORMSQ2 .GE. ALPHASQ*NORMSQ1 ) THEN + IF( NORM_NEW .GE. ALPHA * NORM ) THEN RETURN END IF * - IF( NORMSQ2 .EQ. ZERO ) THEN + IF( NORM_NEW .LE. N * EPS * NORM ) THEN + DO IX = 1, 1 + (M1-1)*INCX1, INCX1 + X1( IX ) = ZERO + END DO + DO IX = 1, 1 + (M2-1)*INCX2, INCX2 + X2( IX ) = ZERO + END DO RETURN END IF * - NORMSQ1 = NORMSQ2 + NORM = NORM_NEW * DO I = 1, N WORK(I) = ZERO @@ -283,24 +293,22 @@ CALL DGEMV( 'N', M2, N, NEGONE, Q2, LDQ2, WORK, 1, ONE, X2, $ INCX2 ) * - SCL1 = REALZERO - SSQ1 = REALONE - CALL DLASSQ( M1, X1, INCX1, SCL1, SSQ1 ) - SCL2 = REALZERO - SSQ2 = REALONE - CALL DLASSQ( M1, X1, INCX1, SCL1, SSQ1 ) - NORMSQ2 = SCL1**2*SSQ1 + SCL2**2*SSQ2 + SCL = REALZERO + SSQ = REALZERO + CALL DLASSQ( M1, X1, INCX1, SCL, SSQ ) + CALL DLASSQ( M2, X2, INCX2, SCL, SSQ ) + NORM_NEW = SCL * SQRT(SSQ) * * If second projection is sufficiently large in norm, then do * nothing more. Alternatively, if it shrunk significantly, then * truncate it to zero. * - IF( NORMSQ2 .LT. ALPHASQ*NORMSQ1 ) THEN - DO I = 1, M1 - X1(I) = ZERO + IF( NORM_NEW .LT. ALPHA * NORM ) THEN + DO IX = 1, 1 + (M1-1)*INCX1, INCX1 + X1(IX) = ZERO END DO - DO I = 1, M2 - X2(I) = ZERO + DO IX = 1, 1 + (M2-1)*INCX2, INCX2 + X2(IX) = ZERO END DO END IF * @@ -309,4 +317,3 @@ * End of DORBDB6 * END -