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|
*> \brief \b SLAGGE
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* SUBROUTINE SLAGGE( M, N, KL, KU, D, A, LDA, ISEED, WORK, INFO )
*
* .. Scalar Arguments ..
* INTEGER INFO, KL, KU, LDA, M, N
* ..
* .. Array Arguments ..
* INTEGER ISEED( 4 )
* REAL A( LDA, * ), D( * ), WORK( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> SLAGGE generates a real general m by n matrix A, by pre- and post-
*> multiplying a real diagonal matrix D with random orthogonal matrices:
*> A = U*D*V. The lower and upper bandwidths may then be reduced to
*> kl and ku by additional orthogonal transformations.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> The number of rows of the matrix A. M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of columns of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] KL
*> \verbatim
*> KL is INTEGER
*> The number of nonzero subdiagonals within the band of A.
*> 0 <= KL <= M-1.
*> \endverbatim
*>
*> \param[in] KU
*> \verbatim
*> KU is INTEGER
*> The number of nonzero superdiagonals within the band of A.
*> 0 <= KU <= N-1.
*> \endverbatim
*>
*> \param[in] D
*> \verbatim
*> D is REAL array, dimension (min(M,N))
*> The diagonal elements of the diagonal matrix D.
*> \endverbatim
*>
*> \param[out] A
*> \verbatim
*> A is REAL array, dimension (LDA,N)
*> The generated m by n matrix A.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= M.
*> \endverbatim
*>
*> \param[in,out] ISEED
*> \verbatim
*> ISEED is 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.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is REAL array, dimension (M+N)
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -i, the i-th argument had an illegal value
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup real_matgen
*
* =====================================================================
SUBROUTINE SLAGGE( M, N, KL, KU, D, A, LDA, ISEED, WORK, INFO )
*
* -- LAPACK auxiliary routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
INTEGER INFO, KL, KU, LDA, M, N
* ..
* .. Array Arguments ..
INTEGER ISEED( 4 )
REAL A( LDA, * ), D( * ), WORK( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
* ..
* .. Local Scalars ..
INTEGER I, J
REAL TAU, WA, WB, WN
* ..
* .. External Subroutines ..
EXTERNAL SGEMV, SGER, SLARNV, SSCAL, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, MIN, SIGN
* ..
* .. External Functions ..
REAL SNRM2
EXTERNAL SNRM2
* ..
* .. Executable Statements ..
*
* Test the input arguments
*
INFO = 0
IF( M.LT.0 ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( KL.LT.0 .OR. KL.GT.M-1 ) THEN
INFO = -3
ELSE IF( KU.LT.0 .OR. KU.GT.N-1 ) THEN
INFO = -4
ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
INFO = -7
END IF
IF( INFO.LT.0 ) THEN
CALL XERBLA( 'SLAGGE', -INFO )
RETURN
END IF
*
* initialize A to diagonal matrix
*
DO 20 J = 1, N
DO 10 I = 1, M
A( I, J ) = ZERO
10 CONTINUE
20 CONTINUE
DO 30 I = 1, MIN( M, N )
A( I, I ) = D( I )
30 CONTINUE
*
* Quick exit if the user wants a diagonal matrix
*
IF(( KL .EQ. 0 ).AND.( KU .EQ. 0)) RETURN
*
* pre- and post-multiply A by random orthogonal matrices
*
DO 40 I = MIN( M, N ), 1, -1
IF( I.LT.M ) THEN
*
* generate random reflection
*
CALL SLARNV( 3, ISEED, M-I+1, WORK )
WN = SNRM2( M-I+1, WORK, 1 )
WA = SIGN( WN, WORK( 1 ) )
IF( WN.EQ.ZERO ) THEN
TAU = ZERO
ELSE
WB = WORK( 1 ) + WA
CALL SSCAL( M-I, ONE / WB, WORK( 2 ), 1 )
WORK( 1 ) = ONE
TAU = WB / WA
END IF
*
* multiply A(i:m,i:n) by random reflection from the left
*
CALL SGEMV( 'Transpose', M-I+1, N-I+1, ONE, A( I, I ), LDA,
$ WORK, 1, ZERO, WORK( M+1 ), 1 )
CALL SGER( M-I+1, N-I+1, -TAU, WORK, 1, WORK( M+1 ), 1,
$ A( I, I ), LDA )
END IF
IF( I.LT.N ) THEN
*
* generate random reflection
*
CALL SLARNV( 3, ISEED, N-I+1, WORK )
WN = SNRM2( N-I+1, WORK, 1 )
WA = SIGN( WN, WORK( 1 ) )
IF( WN.EQ.ZERO ) THEN
TAU = ZERO
ELSE
WB = WORK( 1 ) + WA
CALL SSCAL( N-I, ONE / WB, WORK( 2 ), 1 )
WORK( 1 ) = ONE
TAU = WB / WA
END IF
*
* multiply A(i:m,i:n) by random reflection from the right
*
CALL SGEMV( 'No transpose', M-I+1, N-I+1, ONE, A( I, I ),
$ LDA, WORK, 1, ZERO, WORK( N+1 ), 1 )
CALL SGER( M-I+1, N-I+1, -TAU, WORK( N+1 ), 1, WORK, 1,
$ A( I, I ), LDA )
END IF
40 CONTINUE
*
* Reduce number of subdiagonals to KL and number of superdiagonals
* to KU
*
DO 70 I = 1, MAX( M-1-KL, N-1-KU )
IF( KL.LE.KU ) THEN
*
* annihilate subdiagonal elements first (necessary if KL = 0)
*
IF( I.LE.MIN( M-1-KL, N ) ) THEN
*
* generate reflection to annihilate A(kl+i+1:m,i)
*
WN = SNRM2( M-KL-I+1, A( KL+I, I ), 1 )
WA = SIGN( WN, A( KL+I, I ) )
IF( WN.EQ.ZERO ) THEN
TAU = ZERO
ELSE
WB = A( KL+I, I ) + WA
CALL SSCAL( M-KL-I, ONE / WB, A( KL+I+1, I ), 1 )
A( KL+I, I ) = ONE
TAU = WB / WA
END IF
*
* apply reflection to A(kl+i:m,i+1:n) from the left
*
CALL SGEMV( 'Transpose', M-KL-I+1, N-I, ONE,
$ A( KL+I, I+1 ), LDA, A( KL+I, I ), 1, ZERO,
$ WORK, 1 )
CALL SGER( M-KL-I+1, N-I, -TAU, A( KL+I, I ), 1, WORK, 1,
$ A( KL+I, I+1 ), LDA )
A( KL+I, I ) = -WA
END IF
*
IF( I.LE.MIN( N-1-KU, M ) ) THEN
*
* generate reflection to annihilate A(i,ku+i+1:n)
*
WN = SNRM2( N-KU-I+1, A( I, KU+I ), LDA )
WA = SIGN( WN, A( I, KU+I ) )
IF( WN.EQ.ZERO ) THEN
TAU = ZERO
ELSE
WB = A( I, KU+I ) + WA
CALL SSCAL( N-KU-I, ONE / WB, A( I, KU+I+1 ), LDA )
A( I, KU+I ) = ONE
TAU = WB / WA
END IF
*
* apply reflection to A(i+1:m,ku+i:n) from the right
*
CALL SGEMV( 'No transpose', M-I, N-KU-I+1, ONE,
$ A( I+1, KU+I ), LDA, A( I, KU+I ), LDA, ZERO,
$ WORK, 1 )
CALL SGER( M-I, N-KU-I+1, -TAU, WORK, 1, A( I, KU+I ),
$ LDA, A( I+1, KU+I ), LDA )
A( I, KU+I ) = -WA
END IF
ELSE
*
* annihilate superdiagonal elements first (necessary if
* KU = 0)
*
IF( I.LE.MIN( N-1-KU, M ) ) THEN
*
* generate reflection to annihilate A(i,ku+i+1:n)
*
WN = SNRM2( N-KU-I+1, A( I, KU+I ), LDA )
WA = SIGN( WN, A( I, KU+I ) )
IF( WN.EQ.ZERO ) THEN
TAU = ZERO
ELSE
WB = A( I, KU+I ) + WA
CALL SSCAL( N-KU-I, ONE / WB, A( I, KU+I+1 ), LDA )
A( I, KU+I ) = ONE
TAU = WB / WA
END IF
*
* apply reflection to A(i+1:m,ku+i:n) from the right
*
CALL SGEMV( 'No transpose', M-I, N-KU-I+1, ONE,
$ A( I+1, KU+I ), LDA, A( I, KU+I ), LDA, ZERO,
$ WORK, 1 )
CALL SGER( M-I, N-KU-I+1, -TAU, WORK, 1, A( I, KU+I ),
$ LDA, A( I+1, KU+I ), LDA )
A( I, KU+I ) = -WA
END IF
*
IF( I.LE.MIN( M-1-KL, N ) ) THEN
*
* generate reflection to annihilate A(kl+i+1:m,i)
*
WN = SNRM2( M-KL-I+1, A( KL+I, I ), 1 )
WA = SIGN( WN, A( KL+I, I ) )
IF( WN.EQ.ZERO ) THEN
TAU = ZERO
ELSE
WB = A( KL+I, I ) + WA
CALL SSCAL( M-KL-I, ONE / WB, A( KL+I+1, I ), 1 )
A( KL+I, I ) = ONE
TAU = WB / WA
END IF
*
* apply reflection to A(kl+i:m,i+1:n) from the left
*
CALL SGEMV( 'Transpose', M-KL-I+1, N-I, ONE,
$ A( KL+I, I+1 ), LDA, A( KL+I, I ), 1, ZERO,
$ WORK, 1 )
CALL SGER( M-KL-I+1, N-I, -TAU, A( KL+I, I ), 1, WORK, 1,
$ A( KL+I, I+1 ), LDA )
A( KL+I, I ) = -WA
END IF
END IF
*
IF (I .LE. N) THEN
DO 50 J = KL + I + 1, M
A( J, I ) = ZERO
50 CONTINUE
END IF
*
IF (I .LE. M) THEN
DO 60 J = KU + I + 1, N
A( I, J ) = ZERO
60 CONTINUE
END IF
70 CONTINUE
RETURN
*
* End of SLAGGE
*
END
|
