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SUBROUTINE DLAROR( SIDE, INIT, M, N, A, LDA, ISEED, X, INFO )
* * -- LAPACK auxiliary test routine (version 3.1) -- * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. * November 2006 * * .. Scalar Arguments .. CHARACTER INIT, SIDE INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. INTEGER ISEED( 4 ) DOUBLE PRECISION A( LDA, * ), X( * ) * .. * * Purpose * ======= * * DLAROR 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). * * Arguments * ========= * * SIDE (input) 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.) * * INIT (input) 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. * * M (input) INTEGER * The number of rows of A. * * N (input) INTEGER * The number of columns of A. * * A (input/output) DOUBLE PRECISION 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'). * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * ISEED (input/output) 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 DLAROR to continue the same random number * sequence. * * X (workspace) DOUBLE PRECISION 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'. * * INFO (output) 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 DLARND are bad. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE, TOOSML PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, $ TOOSML = 1.0D-20 ) * .. * .. Local Scalars .. INTEGER IROW, ITYPE, IXFRM, J, JCOL, KBEG, NXFRM DOUBLE PRECISION FACTOR, XNORM, XNORMS * .. * .. External Functions .. LOGICAL LSAME DOUBLE PRECISION DLARND, DNRM2 EXTERNAL LSAME, DLARND, DNRM2 * .. * .. External Subroutines .. EXTERNAL DGEMV, DGER, DLASET, DSCAL, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, SIGN * .. * .. Executable Statements .. * 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. * INFO = 0 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( 'DLAROR', -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 DLASET( '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 ) = DLARND( 3, ISEED ) 20 CONTINUE * * Generate a Householder transformation from the random vector X * XNORM = DNRM2( 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( 'DLAROR', 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 DGEMV( 'T', IXFRM, N, ONE, A( KBEG, 1 ), LDA, $ X( KBEG ), 1, ZERO, X( 2*NXFRM+1 ), 1 ) CALL DGER( 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 DGEMV( 'N', M, IXFRM, ONE, A( 1, KBEG ), LDA, $ X( KBEG ), 1, ZERO, X( 2*NXFRM+1 ), 1 ) CALL DGER( M, IXFRM, -FACTOR, X( 2*NXFRM+1 ), 1, X( KBEG ), $ 1, A( 1, KBEG ), LDA ) * END IF 30 CONTINUE * X( 2*NXFRM ) = SIGN( ONE, DLARND( 3, ISEED ) ) * * Scale the matrix A by D. * IF( ITYPE.EQ.1 .OR. ITYPE.EQ.3 ) THEN DO 40 IROW = 1, M CALL DSCAL( 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 DSCAL( M, X( NXFRM+JCOL ), A( 1, JCOL ), 1 ) 50 CONTINUE END IF RETURN * * End of DLAROR * END |