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@@ -41,10 +41,16 @@ |
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*> with respect to the columns of |
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*> Q = [ Q1 ] . |
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*> [ Q2 ] |
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*> The columns of Q must be orthonormal. |
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*> The Euclidean norm of X must be one and the columns of Q must be |
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*> orthonormal. The orthogonalized vector will be zero if and only if it |
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*> lies entirely in the range of Q. |
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*> |
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*> If the projection is zero according to Kahan's "twice is enough" |
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*> criterion, then the zero vector is returned. |
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*> The projection is computed with at most two iterations of the |
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*> classical Gram-Schmidt algorithm, see |
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*> * L. Giraud, J. Langou, M. Rozložník. "On the round-off error |
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*> analysis of the Gram-Schmidt algorithm with reorthogonalization." |
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*> 2002. CERFACS Technical Report No. TR/PA/02/33. URL: |
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*> https://www.cerfacs.fr/algor/reports/2002/TR_PA_02_33.pdf |
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*> |
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*>\endverbatim |
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* |
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@@ -167,16 +173,19 @@ |
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* ===================================================================== |
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* |
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* .. Parameters .. |
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DOUBLE PRECISION ALPHASQ, REALONE, REALZERO |
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PARAMETER ( ALPHASQ = 0.01D0, REALONE = 1.0D0, |
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DOUBLE PRECISION ALPHA, REALONE, REALZERO |
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PARAMETER ( ALPHA = 0.01D0, REALONE = 1.0D0, |
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$ REALZERO = 0.0D0 ) |
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COMPLEX*16 NEGONE, ONE, ZERO |
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PARAMETER ( NEGONE = (-1.0D0,0.0D0), ONE = (1.0D0,0.0D0), |
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$ ZERO = (0.0D0,0.0D0) ) |
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* .. |
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* .. Local Scalars .. |
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INTEGER I |
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DOUBLE PRECISION NORMSQ1, NORMSQ2, SCL1, SCL2, SSQ1, SSQ2 |
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INTEGER I, IX |
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DOUBLE PRECISION EPS, NORM, NORM_NEW, SCL, SSQ |
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* .. |
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* .. External Functions .. |
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DOUBLE PRECISION DLAMCH |
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* .. |
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* .. External Subroutines .. |
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EXTERNAL ZGEMV, ZLASSQ, XERBLA |
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@@ -211,17 +220,17 @@ |
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CALL XERBLA( 'ZUNBDB6', -INFO ) |
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RETURN |
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END IF |
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* |
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EPS = DLAMCH( 'Precision' ) |
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* |
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* First, project X onto the orthogonal complement of Q's column |
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* space |
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* |
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SCL1 = REALZERO |
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SSQ1 = REALONE |
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CALL ZLASSQ( M1, X1, INCX1, SCL1, SSQ1 ) |
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SCL2 = REALZERO |
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SSQ2 = REALONE |
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CALL ZLASSQ( M2, X2, INCX2, SCL2, SSQ2 ) |
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NORMSQ1 = SCL1**2*SSQ1 + SCL2**2*SSQ2 |
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* Christoph Conrads: In debugging mode the norm should be computed |
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* and an assertion added comparing the norm with one. Alas, Fortran |
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* never made it into 1989 when assert() was introduced into the C |
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* programming language. |
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NORM = REALONE |
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* |
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IF( M1 .EQ. 0 ) THEN |
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DO I = 1, N |
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@@ -239,27 +248,31 @@ |
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CALL ZGEMV( 'N', M2, N, NEGONE, Q2, LDQ2, WORK, 1, ONE, X2, |
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$ INCX2 ) |
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* |
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SCL1 = REALZERO |
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SSQ1 = REALONE |
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CALL ZLASSQ( M1, X1, INCX1, SCL1, SSQ1 ) |
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SCL2 = REALZERO |
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SSQ2 = REALONE |
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CALL ZLASSQ( M2, X2, INCX2, SCL2, SSQ2 ) |
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NORMSQ2 = SCL1**2*SSQ1 + SCL2**2*SSQ2 |
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SCL = REALZERO |
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SSQ = REALZERO |
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CALL ZLASSQ( M1, X1, INCX1, SCL, SSQ ) |
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CALL ZLASSQ( M2, X2, INCX2, SCL, SSQ ) |
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NORM_NEW = SCL * SQRT(SSQ) |
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* |
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* If projection is sufficiently large in norm, then stop. |
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* If projection is zero, then stop. |
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* Otherwise, project again. |
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* |
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IF( NORMSQ2 .GE. ALPHASQ*NORMSQ1 ) THEN |
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IF( NORM_NEW .GE. ALPHA * NORM ) THEN |
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RETURN |
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END IF |
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* |
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IF( NORMSQ2 .EQ. ZERO ) THEN |
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IF( NORM_NEW .LE. N * EPS * NORM ) THEN |
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DO IX = 1, 1 + (M1-1)*INCX1, INCX1 |
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X1( IX ) = ZERO |
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END DO |
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DO IX = 1, 1 + (M2-1)*INCX2, INCX2 |
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X2( IX ) = ZERO |
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END DO |
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RETURN |
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END IF |
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* |
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NORMSQ1 = NORMSQ2 |
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NORM = NORM_NEW |
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* |
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DO I = 1, N |
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WORK(I) = ZERO |
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@@ -281,24 +294,22 @@ |
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CALL ZGEMV( 'N', M2, N, NEGONE, Q2, LDQ2, WORK, 1, ONE, X2, |
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$ INCX2 ) |
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* |
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SCL1 = REALZERO |
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SSQ1 = REALONE |
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CALL ZLASSQ( M1, X1, INCX1, SCL1, SSQ1 ) |
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SCL2 = REALZERO |
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SSQ2 = REALONE |
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CALL ZLASSQ( M1, X1, INCX1, SCL1, SSQ1 ) |
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NORMSQ2 = SCL1**2*SSQ1 + SCL2**2*SSQ2 |
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SCL = REALZERO |
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SSQ = REALZERO |
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CALL ZLASSQ( M1, X1, INCX1, SCL, SSQ ) |
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CALL ZLASSQ( M2, X2, INCX2, SCL, SSQ ) |
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NORM_NEW = SCL * SQRT(SSQ) |
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* |
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* If second projection is sufficiently large in norm, then do |
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* nothing more. Alternatively, if it shrunk significantly, then |
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* truncate it to zero. |
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* |
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IF( NORMSQ2 .LT. ALPHASQ*NORMSQ1 ) THEN |
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DO I = 1, M1 |
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X1(I) = ZERO |
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IF( NORM_NEW .LT. ALPHA * NORM ) THEN |
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DO IX = 1, 1 + (M1-1)*INCX1, INCX1 |
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X1(IX) = ZERO |
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END DO |
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DO I = 1, M2 |
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X2(I) = ZERO |
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DO IX = 1, 1 + (M2-1)*INCX2, INCX2 |
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X2(IX) = ZERO |
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END DO |
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END IF |
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* |
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@@ -307,4 +318,3 @@ |
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* End of ZUNBDB6 |
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* |
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END |
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