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authorjulie <julielangou@users.noreply.github.com>2012-07-27 06:42:44 +0000
committerjulie <julielangou@users.noreply.github.com>2012-07-27 06:42:44 +0000
commit199c646448f65fb375a8aaf7383c705dab58f550 (patch)
tree5681fbfbb7d700a8a1da347fa25f90a2967c14a2 /SRC/dorbdb6.f
parent2a180a73cd84e5bfdd306d649e1713e144a6f132 (diff)
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Commit Brian Sutton new CS Decomposition routines.
All the routines from the SRC folder have been updated to integrate the current Doxygen layout. Everything seems to be fine, all tests passed without problem.
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+*> \brief \b DORBDB6
+*
+* =========== DOCUMENTATION ===========
+*
+* Online html documentation available at
+* http://www.netlib.org/lapack/explore-html/
+*
+*> \htmlonly
+*> Download DORBDB6 + dependencies
+*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dorbdb6.f">
+*> [TGZ]</a>
+*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dorbdb6.f">
+*> [ZIP]</a>
+*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dorbdb6.f">
+*> [TXT]</a>
+*> \endhtmlonly
+*
+* Definition:
+* ===========
+*
+* SUBROUTINE DORBDB6( M1, M2, N, X1, INCX1, X2, INCX2, Q1, LDQ1, Q2,
+* LDQ2, WORK, LWORK, INFO )
+*
+* .. Scalar Arguments ..
+* INTEGER INCX1, INCX2, INFO, LDQ1, LDQ2, LWORK, M1, M2,
+* $ N
+* ..
+* .. Array Arguments ..
+* DOUBLE PRECISION Q1(LDQ1,*), Q2(LDQ2,*), WORK(*), X1(*), X2(*)
+* ..
+*
+*
+*> \par Purpose:
+*> =============
+*>
+*>\verbatim
+*>
+*> DORBDB6 orthogonalizes the column vector
+*> X = [ X1 ]
+*> [ X2 ]
+*> with respect to the columns of
+*> Q = [ Q1 ] .
+*> [ Q2 ]
+*> The columns of Q must be orthonormal.
+*>
+*> If the projection is zero according to Kahan's "twice is enough"
+*> criterion, then the zero vector is returned.
+*>
+*>\endverbatim
+*
+* Arguments:
+* ==========
+*
+*> \param[in] M1
+*> \verbatim
+*> M1 is INTEGER
+*> The dimension of X1 and the number of rows in Q1. 0 <= M1.
+*> \endverbatim
+*>
+*> \param[in] M2
+*> \verbatim
+*> M2 is INTEGER
+*> The dimension of X2 and the number of rows in Q2. 0 <= M2.
+*> \endverbatim
+*>
+*> \param[in] N
+*> \verbatim
+*> N is INTEGER
+*> The number of columns in Q1 and Q2. 0 <= N.
+*> \endverbatim
+*>
+*> \param[in,out] X1
+*> \verbatim
+*> X1 is DOUBLE PRECISION array, dimension (M1)
+*> On entry, the top part of the vector to be orthogonalized.
+*> On exit, the top part of the projected vector.
+*> \endverbatim
+*>
+*> \param[in] INCX1
+*> \verbatim
+*> INCX1 is INTEGER
+*> Increment for entries of X1.
+*> \endverbatim
+*>
+*> \param[in,out] X2
+*> \verbatim
+*> X2 is DOUBLE PRECISION array, dimension (M2)
+*> On entry, the bottom part of the vector to be
+*> orthogonalized. On exit, the bottom part of the projected
+*> vector.
+*> \endverbatim
+*>
+*> \param[in] INCX2
+*> \verbatim
+*> INCX2 is INTEGER
+*> Increment for entries of X2.
+*> \endverbatim
+*>
+*> \param[in] Q1
+*> \verbatim
+*> Q1 is DOUBLE PRECISION array, dimension (LDQ1, N)
+*> The top part of the orthonormal basis matrix.
+*> \endverbatim
+*>
+*> \param[in] LDQ1
+*> \verbatim
+*> LDQ1 is INTEGER
+*> The leading dimension of Q1. LDQ1 >= M1.
+*> \endverbatim
+*>
+*> \param[in] Q2
+*> \verbatim
+*> Q2 is DOUBLE PRECISION array, dimension (LDQ2, N)
+*> The bottom part of the orthonormal basis matrix.
+*> \endverbatim
+*>
+*> \param[in] LDQ2
+*> \verbatim
+*> LDQ2 is INTEGER
+*> The leading dimension of Q2. LDQ2 >= M2.
+*> \endverbatim
+*>
+*> \param[out] WORK
+*> \verbatim
+*> WORK is DOUBLE PRECISION array, dimension (LWORK)
+*> \endverbatim
+*>
+*> \param[in] LWORK
+*> \verbatim
+*> LWORK is INTEGER
+*> The dimension of the array WORK. LWORK >= 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 July 2012
+*
+*> \ingroup doubleOTHERcomputational
+*
+* =====================================================================
+ SUBROUTINE DORBDB6( M1, M2, N, X1, INCX1, X2, INCX2, Q1, LDQ1, Q2,
+ $ LDQ2, WORK, LWORK, INFO )
+*
+* -- LAPACK computational routine (version 3.5.0) --
+* -- LAPACK is a software package provided by Univ. of Tennessee, --
+* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
+* July 2012
+*
+* .. Scalar Arguments ..
+ INTEGER INCX1, INCX2, INFO, LDQ1, LDQ2, LWORK, M1, M2,
+ $ N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION Q1(LDQ1,*), Q2(LDQ2,*), WORK(*), X1(*), X2(*)
+* ..
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ALPHASQ, REALONE, REALZERO
+ PARAMETER ( ALPHASQ = 0.01D0, REALONE = 1.0D0,
+ $ REALZERO = 0.0D0 )
+ DOUBLE PRECISION NEGONE, ONE, ZERO
+ PARAMETER ( NEGONE = -1.0D0, ONE = 1.0D0, ZERO = 0.0D0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+ DOUBLE PRECISION NORMSQ1, NORMSQ2, SCL1, SCL2, SSQ1, SSQ2
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMV, DLASSQ, XERBLA
+* ..
+* .. Intrinsic Function ..
+ INTRINSIC MAX
+* ..
+* .. Executable Statements ..
+*
+* Test input arguments
+*
+ INFO = 0
+ IF( M1 .LT. 0 ) THEN
+ INFO = -1
+ ELSE IF( M2 .LT. 0 ) THEN
+ INFO = -2
+ ELSE IF( N .LT. 0 ) THEN
+ INFO = -3
+ ELSE IF( INCX1 .LT. 1 ) THEN
+ INFO = -5
+ ELSE IF( INCX2 .LT. 1 ) THEN
+ INFO = -7
+ ELSE IF( LDQ1 .LT. MAX( 1, M1 ) ) THEN
+ INFO = -9
+ ELSE IF( LDQ2 .LT. MAX( 1, M2 ) ) THEN
+ INFO = -11
+ ELSE IF( LWORK .LT. N ) THEN
+ INFO = -13
+ END IF
+*
+ IF( INFO .NE. 0 ) THEN
+ CALL XERBLA( 'DORBDB6', -INFO )
+ RETURN
+ END IF
+*
+* First, project X onto the orthogonal complement of Q's column
+* space
+*
+ SCL1 = REALZERO
+ SSQ1 = REALONE
+ CALL DLASSQ( M1, X1, INCX1, SCL1, SSQ1 )
+ SCL2 = REALZERO
+ SSQ2 = REALONE
+ CALL DLASSQ( M2, X2, INCX2, SCL2, SSQ2 )
+ NORMSQ1 = SCL1**2*SSQ1 + SCL2**2*SSQ2
+*
+ IF( M1 .EQ. 0 ) THEN
+ DO I = 1, N
+ WORK(I) = ZERO
+ END DO
+ ELSE
+ CALL DGEMV( 'C', M1, N, ONE, Q1, LDQ1, X1, INCX1, ZERO, WORK,
+ $ 1 )
+ END IF
+*
+ CALL DGEMV( 'C', M2, N, ONE, Q2, LDQ2, X2, INCX2, ONE, WORK, 1 )
+*
+ CALL DGEMV( 'N', M1, N, NEGONE, Q1, LDQ1, WORK, 1, ONE, X1,
+ $ INCX1 )
+ CALL DGEMV( 'N', M2, N, NEGONE, Q2, LDQ2, WORK, 1, ONE, X2,
+ $ INCX2 )
+*
+ SCL1 = REALZERO
+ SSQ1 = REALONE
+ CALL DLASSQ( M1, X1, INCX1, SCL1, SSQ1 )
+ SCL2 = REALZERO
+ SSQ2 = REALONE
+ CALL DLASSQ( M2, X2, INCX2, SCL2, SSQ2 )
+ NORMSQ2 = SCL1**2*SSQ1 + SCL2**2*SSQ2
+*
+* If projection is sufficiently large in norm, then stop.
+* If projection is zero, then stop.
+* Otherwise, project again.
+*
+ IF( NORMSQ2 .GE. ALPHASQ*NORMSQ1 ) THEN
+ RETURN
+ END IF
+*
+ IF( NORMSQ2 .EQ. ZERO ) THEN
+ RETURN
+ END IF
+*
+ NORMSQ1 = NORMSQ2
+*
+ DO I = 1, N
+ WORK(I) = ZERO
+ END DO
+*
+ IF( M1 .EQ. 0 ) THEN
+ DO I = 1, N
+ WORK(I) = ZERO
+ END DO
+ ELSE
+ CALL DGEMV( 'C', M1, N, ONE, Q1, LDQ1, X1, INCX1, ZERO, WORK,
+ $ 1 )
+ END IF
+*
+ CALL DGEMV( 'C', M2, N, ONE, Q2, LDQ2, X2, INCX2, ONE, WORK, 1 )
+*
+ CALL DGEMV( 'N', M1, N, NEGONE, Q1, LDQ1, WORK, 1, ONE, X1,
+ $ INCX1 )
+ CALL DGEMV( 'N', M2, N, NEGONE, Q2, LDQ2, WORK, 1, ONE, X2,
+ $ INCX2 )
+*
+ SCL1 = REALZERO
+ SSQ1 = REALONE
+ CALL DLASSQ( M1, X1, INCX1, SCL1, SSQ1 )
+ SCL2 = REALZERO
+ SSQ2 = REALONE
+ CALL DLASSQ( M1, X1, INCX1, SCL1, SSQ1 )
+ NORMSQ2 = SCL1**2*SSQ1 + SCL2**2*SSQ2
+*
+* If second projection is sufficiently large in norm, then do
+* nothing more. Alternatively, if it shrunk significantly, then
+* truncate it to zero.
+*
+ IF( NORMSQ2 .LT. ALPHASQ*NORMSQ1 ) THEN
+ DO I = 1, M1
+ X1(I) = ZERO
+ END DO
+ DO I = 1, M2
+ X2(I) = ZERO
+ END DO
+ END IF
+*
+ RETURN
+*
+* End of DORBDB6
+*
+ END
+