numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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lapack/SRC/slapll.f | 4233B | -rw-r--r-- |
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*> \brief \b SLAPLL measures the linear dependence of two vectors. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download SLAPLL + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slapll.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slapll.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slapll.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE SLAPLL( N, X, INCX, Y, INCY, SSMIN ) * * .. Scalar Arguments .. * INTEGER INCX, INCY, N * REAL SSMIN * .. * .. Array Arguments .. * REAL X( * ), Y( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> Given two column vectors X and Y, let *> *> A = ( X Y ). *> *> The subroutine first computes the QR factorization of A = Q*R, *> and then computes the SVD of the 2-by-2 upper triangular matrix R. *> The smaller singular value of R is returned in SSMIN, which is used *> as the measurement of the linear dependency of the vectors X and Y. *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The length of the vectors X and Y. *> \endverbatim *> *> \param[in,out] X *> \verbatim *> X is REAL array, *> dimension (1+(N-1)*INCX) *> On entry, X contains the N-vector X. *> On exit, X is overwritten. *> \endverbatim *> *> \param[in] INCX *> \verbatim *> INCX is INTEGER *> The increment between successive elements of X. INCX > 0. *> \endverbatim *> *> \param[in,out] Y *> \verbatim *> Y is REAL array, *> dimension (1+(N-1)*INCY) *> On entry, Y contains the N-vector Y. *> On exit, Y is overwritten. *> \endverbatim *> *> \param[in] INCY *> \verbatim *> INCY is INTEGER *> The increment between successive elements of Y. INCY > 0. *> \endverbatim *> *> \param[out] SSMIN *> \verbatim *> SSMIN is REAL *> The smallest singular value of the N-by-2 matrix A = ( X Y ). *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup lapll * * ===================================================================== SUBROUTINE SLAPLL( N, X, INCX, Y, INCY, SSMIN ) * * -- 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 .. INTEGER INCX, INCY, N REAL SSMIN * .. * .. Array Arguments .. REAL X( * ), Y( * ) * .. * * ===================================================================== * * .. Parameters .. REAL ZERO, ONE PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 ) * .. * .. Local Scalars .. REAL A11, A12, A22, C, SSMAX, TAU * .. * .. External Functions .. REAL SDOT EXTERNAL SDOT * .. * .. External Subroutines .. EXTERNAL SAXPY, SLARFG, SLAS2 * .. * .. Executable Statements .. * * Quick return if possible * IF( N.LE.1 ) THEN SSMIN = ZERO RETURN END IF * * Compute the QR factorization of the N-by-2 matrix ( X Y ) * CALL SLARFG( N, X( 1 ), X( 1+INCX ), INCX, TAU ) A11 = X( 1 ) X( 1 ) = ONE * C = -TAU*SDOT( N, X, INCX, Y, INCY ) CALL SAXPY( N, C, X, INCX, Y, INCY ) * CALL SLARFG( N-1, Y( 1+INCY ), Y( 1+2*INCY ), INCY, TAU ) * A12 = Y( 1 ) A22 = Y( 1+INCY ) * * Compute the SVD of 2-by-2 Upper triangular matrix. * CALL SLAS2( A11, A12, A22, SSMIN, SSMAX ) * RETURN * * End of SLAPLL * END