305 lines
		
	
	
		
			8.8 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			305 lines
		
	
	
		
			8.8 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \brief \b SLAROR
 | |
| *
 | |
| *  =========== DOCUMENTATION ===========
 | |
| *
 | |
| * Online html documentation available at
 | |
| *            http://www.netlib.org/lapack/explore-html/
 | |
| *
 | |
| *  Definition:
 | |
| *  ===========
 | |
| *
 | |
| *       SUBROUTINE SLAROR( SIDE, INIT, M, N, A, LDA, ISEED, X, INFO )
 | |
| *
 | |
| *       .. Scalar Arguments ..
 | |
| *       CHARACTER          INIT, SIDE
 | |
| *       INTEGER            INFO, LDA, M, N
 | |
| *       ..
 | |
| *       .. Array Arguments ..
 | |
| *       INTEGER            ISEED( 4 )
 | |
| *       REAL               A( LDA, * ), X( * )
 | |
| *       ..
 | |
| *
 | |
| *
 | |
| *> \par Purpose:
 | |
| *  =============
 | |
| *>
 | |
| *> \verbatim
 | |
| *>
 | |
| *> SLAROR 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 REAL 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 SLAROR to continue the same random number
 | |
| *>          sequence.
 | |
| *> \endverbatim
 | |
| *>
 | |
| *> \param[out] X
 | |
| *> \verbatim
 | |
| *>          X is REAL 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 SLARND are bad.
 | |
| *> \endverbatim
 | |
| *
 | |
| *  Authors:
 | |
| *  ========
 | |
| *
 | |
| *> \author Univ. of Tennessee
 | |
| *> \author Univ. of California Berkeley
 | |
| *> \author Univ. of Colorado Denver
 | |
| *> \author NAG Ltd.
 | |
| *
 | |
| *> \date December 2016
 | |
| *
 | |
| *> \ingroup real_matgen
 | |
| *
 | |
| *  =====================================================================
 | |
|       SUBROUTINE SLAROR( SIDE, INIT, M, N, A, LDA, ISEED, X, INFO )
 | |
| *
 | |
| *  -- 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 ..
 | |
|       CHARACTER          INIT, SIDE
 | |
|       INTEGER            INFO, LDA, M, N
 | |
| *     ..
 | |
| *     .. Array Arguments ..
 | |
|       INTEGER            ISEED( 4 )
 | |
|       REAL               A( LDA, * ), X( * )
 | |
| *     ..
 | |
| *
 | |
| *  =====================================================================
 | |
| *
 | |
| *     .. Parameters ..
 | |
|       REAL               ZERO, ONE, TOOSML
 | |
|       PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0,
 | |
|      $                   TOOSML = 1.0E-20 )
 | |
| *     ..
 | |
| *     .. Local Scalars ..
 | |
|       INTEGER            IROW, ITYPE, IXFRM, J, JCOL, KBEG, NXFRM
 | |
|       REAL               FACTOR, XNORM, XNORMS
 | |
| *     ..
 | |
| *     .. External Functions ..
 | |
|       LOGICAL            LSAME
 | |
|       REAL               SLARND, SNRM2
 | |
|       EXTERNAL           LSAME, SLARND, SNRM2
 | |
| *     ..
 | |
| *     .. External Subroutines ..
 | |
|       EXTERNAL           SGEMV, SGER, SLASET, SSCAL, 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( 'SLAROR', -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 SLASET( '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 ) = SLARND( 3, ISEED )
 | |
|    20    CONTINUE
 | |
| *
 | |
| *        Generate a Householder transformation from the random vector X
 | |
| *
 | |
|          XNORM = SNRM2( 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( 'SLAROR', 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 SGEMV( 'T', IXFRM, N, ONE, A( KBEG, 1 ), LDA,
 | |
|      $                  X( KBEG ), 1, ZERO, X( 2*NXFRM+1 ), 1 )
 | |
|             CALL SGER( 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 SGEMV( 'N', M, IXFRM, ONE, A( 1, KBEG ), LDA,
 | |
|      $                  X( KBEG ), 1, ZERO, X( 2*NXFRM+1 ), 1 )
 | |
|             CALL SGER( M, IXFRM, -FACTOR, X( 2*NXFRM+1 ), 1, X( KBEG ),
 | |
|      $                 1, A( 1, KBEG ), LDA )
 | |
| *
 | |
|          END IF
 | |
|    30 CONTINUE
 | |
| *
 | |
|       X( 2*NXFRM ) = SIGN( ONE, SLARND( 3, ISEED ) )
 | |
| *
 | |
| *     Scale the matrix A by D.
 | |
| *
 | |
|       IF( ITYPE.EQ.1 .OR. ITYPE.EQ.3 ) THEN
 | |
|          DO 40 IROW = 1, M
 | |
|             CALL SSCAL( 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 SSCAL( M, X( NXFRM+JCOL ), A( 1, JCOL ), 1 )
 | |
|    50    CONTINUE
 | |
|       END IF
 | |
|       RETURN
 | |
| *
 | |
| *     End of SLAROR
 | |
| *
 | |
|       END
 |