DLARGE
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
DLARGE pre- and post-multiplies a real general n by n matrix A
with a random orthogonal matrix: A = U*D*U'.
with a random orthogonal matrix: A = U*D*U'.
Arguments
| N |
(input) INTEGER
The order of the matrix A. N >= 0.
|
| A |
(input/output) DOUBLE PRECISION array, dimension (LDA,N)
On entry, the original n by n matrix A.
On exit, A is overwritten by U*A*U' for some random orthogonal matrix U. |
| LDA |
(input) INTEGER
The leading dimension of the array A. LDA >= N.
|
| ISEED |
(input/output) INTEGER array, dimension (4)
On entry, the seed of the random number generator; the array
elements must be between 0 and 4095, and ISEED(4) must be odd. On exit, the seed is updated. |
| WORK |
(workspace) DOUBLE PRECISION array, dimension (2*N)
|
| INFO |
(output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value |