numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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lapack/SRC/slarfg.f | 4896B | -rw-r--r-- |
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*> \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. * *> \ingroup larfg * * ===================================================================== SUBROUTINE SLARFG( N, ALPHA, X, INCX, TAU ) * * -- 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, 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. 20) ) $ 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