Mercurial > octave
diff libcruft/qrupdate/sqr1up.f @ 7789:82be108cc558
First attempt at single precision tyeps
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corrections to qrupdate single precision routines
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prefer demotion to single over promotion to double
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Add single precision support to log2 function
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Trivial PROJECT file update
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Cache optimized hermitian/transpose methods
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Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
author | David Bateman <dbateman@free.fr> |
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date | Sun, 27 Apr 2008 22:34:17 +0200 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/libcruft/qrupdate/sqr1up.f Sun Apr 27 22:34:17 2008 +0200 @@ -0,0 +1,52 @@ +c Copyright (C) 2008 VZLU Prague, a.s., Czech Republic +c +c Author: Jaroslav Hajek <highegg@gmail.com> +c +c This source is free software; you can redistribute it and/or modify +c it under the terms of the GNU General Public License as published by +c the Free Software Foundation; either version 2 of the License, or +c (at your option) any later version. +c +c This program is distributed in the hope that it will be useful, +c but WITHOUT ANY WARRANTY; without even the implied warranty of +c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +c GNU General Public License for more details. +c +c You should have received a copy of the GNU General Public License +c along with this software; see the file COPYING. If not, see +c <http://www.gnu.org/licenses/>. +c + subroutine sqr1up(m,n,k,Q,R,u,v) +c purpose: updates a QR factorization after rank-1 modification +c i.e., given a m-by-k orthogonal Q and m-by-n upper +c trapezoidal R, an m-vector u and n-vector v, +c this subroutine updates Q -> Q1 and R -> R1 so that +c Q1*R1 = Q*R + Q*Q'u*v', and Q1 is again orthonormal +c and R1 upper trapezoidal. +c (real version) +c arguments: +c m (in) number of rows of the matrix Q. +c n (in) number of columns of the matrix R. +c k (in) number of columns of Q, and rows of R. k <= m. +c Q (io) on entry, the orthogonal m-by-k matrix Q. +c on exit, the updated matrix Q1. +c R (io) on entry, the upper trapezoidal m-by-n matrix R.. +c on exit, the updated matrix R1. +c u (in) the left m-vector. +c v (in) the right n-vector. +c + integer m,n,k + real Q(m,k),R(k,n),u(m),v(n) + real w + external sqrqhv,sqhqr,saxpy +c quick return if possible + if (m <= 0 .or. n <= 0) return +c eliminate tail of Q'*u + call sqrqhv(m,n,k,Q,m,R,m,u,w) +c update R + + call saxpy(n,w,v,1,R(1,1),m) + +c retriangularize R + call sqhqr(m,n,k,Q,m,R,k) + end