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OpenBLAS/lapack-netlib/SRC/slarfg.f
Martin Kroeker 2df1e3372d Break out of potentially infinite rescaling loop after 1000 iterations
Inf values in the input vector will survive rescaling, causing an infinite loop. The value of 1000 is arbitrarily chosen as a large but finite value with the intention to never interfere with regular calculations.
2017-11-10 20:02:21 +01:00

197 lines
4.9 KiB
Fortran

*> \brief \b SLARFG generates an elementary reflector (Householder matrix).
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download SLARFG + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slarfg.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slarfg.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slarfg.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE SLARFG( N, ALPHA, X, INCX, TAU )
*
* .. Scalar Arguments ..
* INTEGER INCX, N
* REAL ALPHA, TAU
* ..
* .. Array Arguments ..
* REAL X( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> SLARFG generates a real elementary reflector H of order n, such
*> that
*>
*> H * ( alpha ) = ( beta ), H**T * H = I.
*> ( x ) ( 0 )
*>
*> where alpha and beta are scalars, and x is an (n-1)-element real
*> vector. H is represented in the form
*>
*> H = I - tau * ( 1 ) * ( 1 v**T ) ,
*> ( v )
*>
*> where tau is a real scalar and v is a real (n-1)-element
*> vector.
*>
*> If the elements of x are all zero, then tau = 0 and H is taken to be
*> the unit matrix.
*>
*> Otherwise 1 <= tau <= 2.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the elementary reflector.
*> \endverbatim
*>
*> \param[in,out] ALPHA
*> \verbatim
*> ALPHA is REAL
*> On entry, the value alpha.
*> On exit, it is overwritten with the value beta.
*> \endverbatim
*>
*> \param[in,out] X
*> \verbatim
*> X is REAL array, dimension
*> (1+(N-2)*abs(INCX))
*> On entry, the vector x.
*> On exit, it is overwritten with the vector v.
*> \endverbatim
*>
*> \param[in] INCX
*> \verbatim
*> INCX is INTEGER
*> The increment between elements of X. INCX > 0.
*> \endverbatim
*>
*> \param[out] TAU
*> \verbatim
*> TAU is REAL
*> The value tau.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup realOTHERauxiliary
*
* =====================================================================
SUBROUTINE SLARFG( N, ALPHA, X, INCX, TAU )
*
* -- LAPACK auxiliary routine (version 3.7.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* December 2016
*
* .. Scalar Arguments ..
INTEGER INCX, N
REAL ALPHA, TAU
* ..
* .. Array Arguments ..
REAL X( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
REAL ONE, ZERO
PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
* ..
* .. Local Scalars ..
INTEGER J, KNT
REAL BETA, RSAFMN, SAFMIN, XNORM
* ..
* .. External Functions ..
REAL SLAMCH, SLAPY2, SNRM2
EXTERNAL SLAMCH, SLAPY2, SNRM2
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, SIGN
* ..
* .. External Subroutines ..
EXTERNAL SSCAL
* ..
* .. Executable Statements ..
*
IF( N.LE.1 ) THEN
TAU = ZERO
RETURN
END IF
*
XNORM = SNRM2( N-1, X, INCX )
*
IF( XNORM.EQ.ZERO ) THEN
*
* H = I
*
TAU = ZERO
ELSE
*
* general case
*
BETA = -SIGN( SLAPY2( ALPHA, XNORM ), ALPHA )
SAFMIN = SLAMCH( 'S' ) / SLAMCH( 'E' )
KNT = 0
IF( ABS( BETA ).LT.SAFMIN ) THEN
*
* XNORM, BETA may be inaccurate; scale X and recompute them
*
RSAFMN = ONE / SAFMIN
10 CONTINUE
KNT = KNT + 1
CALL SSCAL( N-1, RSAFMN, X, INCX )
BETA = BETA*RSAFMN
ALPHA = ALPHA*RSAFMN
IF( ABS( BETA ).LT.SAFMIN .AND. KNT .LT. 1000)
$ GO TO 10
*
* New BETA is at most 1, at least SAFMIN
*
XNORM = SNRM2( N-1, X, INCX )
BETA = -SIGN( SLAPY2( ALPHA, XNORM ), ALPHA )
END IF
TAU = ( BETA-ALPHA ) / BETA
CALL SSCAL( N-1, ONE / ( ALPHA-BETA ), X, INCX )
*
* If ALPHA is subnormal, it may lose relative accuracy
*
DO 20 J = 1, KNT
BETA = BETA*SAFMIN
20 CONTINUE
ALPHA = BETA
END IF
*
RETURN
*
* End of SLARFG
*
END