1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
|
SUBROUTINE SLAROR( 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 )
REAL A( LDA, * ), X( * )
* ..
*
* Purpose
* =======
*
* SLAROR 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) REAL 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 SLAROR to continue the same random number
* sequence.
*
* X (workspace) REAL 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 SLARND are bad.
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO, ONE, TOOSML
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0,
$ TOOSML = 1.0E-20 )
* ..
* .. Local Scalars ..
INTEGER IROW, ITYPE, IXFRM, J, JCOL, KBEG, NXFRM
REAL FACTOR, XNORM, XNORMS
* ..
* .. External Functions ..
LOGICAL LSAME
REAL SLARND, SNRM2
EXTERNAL LSAME, SLARND, SNRM2
* ..
* .. External Subroutines ..
EXTERNAL SGEMV, SGER, SLASET, SSCAL, 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( 'SLAROR', -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 SLASET( '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 ) = SLARND( 3, ISEED )
20 CONTINUE
*
* Generate a Householder transformation from the random vector X
*
XNORM = SNRM2( 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( 'SLAROR', 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 SGEMV( 'T', IXFRM, N, ONE, A( KBEG, 1 ), LDA,
$ X( KBEG ), 1, ZERO, X( 2*NXFRM+1 ), 1 )
CALL SGER( 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 SGEMV( 'N', M, IXFRM, ONE, A( 1, KBEG ), LDA,
$ X( KBEG ), 1, ZERO, X( 2*NXFRM+1 ), 1 )
CALL SGER( M, IXFRM, -FACTOR, X( 2*NXFRM+1 ), 1, X( KBEG ),
$ 1, A( 1, KBEG ), LDA )
*
END IF
30 CONTINUE
*
X( 2*NXFRM ) = SIGN( ONE, SLARND( 3, ISEED ) )
*
* Scale the matrix A by D.
*
IF( ITYPE.EQ.1 .OR. ITYPE.EQ.3 ) THEN
DO 40 IROW = 1, M
CALL SSCAL( 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 SSCAL( M, X( NXFRM+JCOL ), A( 1, JCOL ), 1 )
50 CONTINUE
END IF
RETURN
*
* End of SLAROR
*
END
|