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239 lines
6.3 KiB
239 lines
6.3 KiB
*> \brief \b SLARFGP generates an elementary reflector (Householder matrix) with non-negative beta.
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download SLARFGP + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slarfgp.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slarfgp.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slarfgp.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE SLARFGP( N, ALPHA, X, INCX, TAU )
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*
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* .. Scalar Arguments ..
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* INTEGER INCX, N
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* REAL ALPHA, TAU
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* ..
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* .. Array Arguments ..
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* REAL X( * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> SLARFGP generates a real elementary reflector H of order n, such
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*> that
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*>
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*> H * ( alpha ) = ( beta ), H**T * H = I.
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*> ( x ) ( 0 )
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*>
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*> where alpha and beta are scalars, beta is non-negative, and x is
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*> an (n-1)-element real vector. H is represented in the form
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*>
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*> H = I - tau * ( 1 ) * ( 1 v**T ) ,
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*> ( v )
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*>
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*> where tau is a real scalar and v is a real (n-1)-element
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*> vector.
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*>
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*> If the elements of x are all zero, then tau = 0 and H is taken to be
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*> the unit matrix.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the elementary reflector.
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*> \endverbatim
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*>
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*> \param[in,out] ALPHA
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*> \verbatim
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*> ALPHA is REAL
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*> On entry, the value alpha.
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*> On exit, it is overwritten with the value beta.
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*> \endverbatim
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*>
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*> \param[in,out] X
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*> \verbatim
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*> X is REAL array, dimension
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*> (1+(N-2)*abs(INCX))
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*> On entry, the vector x.
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*> On exit, it is overwritten with the vector v.
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*> \endverbatim
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*>
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*> \param[in] INCX
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*> \verbatim
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*> INCX is INTEGER
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*> The increment between elements of X. INCX > 0.
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*> \endverbatim
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*>
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*> \param[out] TAU
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*> \verbatim
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*> TAU is REAL
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*> The value tau.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup realOTHERauxiliary
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*
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* =====================================================================
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SUBROUTINE SLARFGP( N, ALPHA, X, INCX, TAU )
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*
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* -- LAPACK auxiliary routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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INTEGER INCX, N
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REAL ALPHA, TAU
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* ..
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* .. Array Arguments ..
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REAL X( * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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REAL TWO, ONE, ZERO
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PARAMETER ( TWO = 2.0E+0, ONE = 1.0E+0, ZERO = 0.0E+0 )
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* ..
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* .. Local Scalars ..
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INTEGER J, KNT
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REAL BETA, BIGNUM, SAVEALPHA, SMLNUM, XNORM
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* ..
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* .. External Functions ..
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REAL SLAMCH, SLAPY2, SNRM2
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EXTERNAL SLAMCH, SLAPY2, SNRM2
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, SIGN
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* ..
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* .. External Subroutines ..
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EXTERNAL SSCAL
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* ..
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* .. Executable Statements ..
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*
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IF( N.LE.0 ) THEN
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TAU = ZERO
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RETURN
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END IF
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*
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XNORM = SNRM2( N-1, X, INCX )
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*
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IF( XNORM.EQ.ZERO ) THEN
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*
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* H = [+/-1, 0; I], sign chosen so ALPHA >= 0.
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*
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IF( ALPHA.GE.ZERO ) THEN
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* When TAU.eq.ZERO, the vector is special-cased to be
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* all zeros in the application routines. We do not need
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* to clear it.
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TAU = ZERO
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ELSE
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* However, the application routines rely on explicit
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* zero checks when TAU.ne.ZERO, and we must clear X.
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TAU = TWO
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DO J = 1, N-1
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X( 1 + (J-1)*INCX ) = 0
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END DO
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ALPHA = -ALPHA
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END IF
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ELSE
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*
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* general case
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*
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BETA = SIGN( SLAPY2( ALPHA, XNORM ), ALPHA )
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SMLNUM = SLAMCH( 'S' ) / SLAMCH( 'E' )
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KNT = 0
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IF( ABS( BETA ).LT.SMLNUM ) THEN
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*
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* XNORM, BETA may be inaccurate; scale X and recompute them
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*
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BIGNUM = ONE / SMLNUM
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10 CONTINUE
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KNT = KNT + 1
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CALL SSCAL( N-1, BIGNUM, X, INCX )
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BETA = BETA*BIGNUM
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ALPHA = ALPHA*BIGNUM
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IF( (ABS( BETA ).LT.SMLNUM) .AND. (KNT .LT. 20) )
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$ GO TO 10
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*
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* New BETA is at most 1, at least SMLNUM
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*
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XNORM = SNRM2( N-1, X, INCX )
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BETA = SIGN( SLAPY2( ALPHA, XNORM ), ALPHA )
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END IF
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SAVEALPHA = ALPHA
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ALPHA = ALPHA + BETA
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IF( BETA.LT.ZERO ) THEN
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BETA = -BETA
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TAU = -ALPHA / BETA
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ELSE
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ALPHA = XNORM * (XNORM/ALPHA)
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TAU = ALPHA / BETA
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ALPHA = -ALPHA
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END IF
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*
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IF ( ABS(TAU).LE.SMLNUM ) THEN
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*
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* In the case where the computed TAU ends up being a denormalized number,
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* it loses relative accuracy. This is a BIG problem. Solution: flush TAU
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* to ZERO. This explains the next IF statement.
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*
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* (Bug report provided by Pat Quillen from MathWorks on Jul 29, 2009.)
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* (Thanks Pat. Thanks MathWorks.)
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*
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IF( SAVEALPHA.GE.ZERO ) THEN
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TAU = ZERO
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ELSE
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TAU = TWO
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DO J = 1, N-1
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X( 1 + (J-1)*INCX ) = 0
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END DO
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BETA = -SAVEALPHA
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END IF
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*
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ELSE
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*
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* This is the general case.
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*
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CALL SSCAL( N-1, ONE / ALPHA, X, INCX )
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*
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END IF
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*
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* If BETA is subnormal, it may lose relative accuracy
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*
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DO 20 J = 1, KNT
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BETA = BETA*SMLNUM
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20 CONTINUE
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ALPHA = BETA
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END IF
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*
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RETURN
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*
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* End of SLARFGP
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*
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END
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