LAPACK Archives

[Lapack] xLARFP and scaling.

Sorry for the delayed response. I will try to take a look at this later 
this week.
Jim

Pat Quillen wrote:
Dear Sven,

Thanks for your note.  I had realized that the intent of xLARFP was to 
construct TAU and V such that (I - TAU*V*V')(ALPHA; X')' = (BETA; 0')' with 
BETA > 0 and I had read LAWN 203 discussing these changes.  In addition to my 
previously proposed change (which constructed bounded TAU but at the price of 
needing to store V(1) separately) I have thought of another way to change 
xLARFP, which I believe preserves the desired non-negative diagonal behavior.

Essentially, one could maintain exactly the construction of xLARFG, however 
if BETA comes out negative, set it to be positive and mark TAU to be 
negative.  Then, when applying the reflector, if TAU < 0, apply |TAU|*V*V' - 
I instead of the usual I - TAU*V*V'.  That is, if xLARFG wants to construct a 
reflector to make BETA negative, construct that reflector (call it H) but 
apply -H instead, using the sign of TAU as a sentinel to indicate this 
behavior.  Also, if I understand correctly, one could do the same thing for 
the complex versions of these codes by keying off the real part of TAU.

An annoyance with this approach is that xGER only allows A = A + a*x*y'.   
I'd really like to be able to say A = b*A + a*x*y', where in this case b = 
-1.  Without such a call, one needs to make an extra pass over the memory to 
scale by -1, which is bothersome.

I've attached some code (dlarfp3.f, dlarf2.f) based on LAPACK 3.2.1 which 
follows this approach.  Again, all comments and advice are welcome.  We are 
getting close to a foundation change freeze (Monday 17 August) here at The 
MathWorks, and we'd like to have some resolution to these xLARFP issues.

Thanks.
Pat.

  
-----Original Message-----
From: Sven Hammarling [mailto:sven.hammarling@Domain.Removed]
Sent: Wednesday, August 05, 2009 5:16 AM
To: Pat Quillen
Cc: lapack@Domain.Removed; Bobby Cheng; Duncan Po; Penny Anderson; Cleve
Moler
Subject: Re: [Lapack] xLARFP and scaling.

Dear Pat,

Thank you for pointing out this behaviour.  Although I was not involved
in writing this routine, I don't imagine that this behaviour was
intended.  I shall try to take a look at xLARFP in the next few days
and
see if I can suggest anything to improve this.

As I am sure that you realise, xLARFP was written to produce a
non-negative BETA, so that in a factorization such as the QR, R would
have non-negative diagonals.  (Although I notice that the comments in
xGEQRF and xGEQR2 do not actually say that the diagonals are real and
non-negative.)

Best wishes,

Sven.
    
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