Mercurial > octave-nkf
annotate libcruft/qrupdate/cqr1up.f @ 7789:82be108cc558
First attempt at single precision tyeps
* * *
corrections to qrupdate single precision routines
* * *
prefer demotion to single over promotion to double
* * *
Add single precision support to log2 function
* * *
Trivial PROJECT file update
* * *
Cache optimized hermitian/transpose methods
* * *
Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
author | David Bateman <dbateman@free.fr> |
---|---|
date | Sun, 27 Apr 2008 22:34:17 +0200 |
parents | |
children |
rev | line source |
---|---|
7789
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
1 c Copyright (C) 2008 VZLU Prague, a.s., Czech Republic |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
2 c |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
3 c Author: Jaroslav Hajek <highegg@gmail.com> |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
4 c |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
5 c This source is free software; you can redistribute it and/or modify |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
6 c it under the terms of the GNU General Public License as published by |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
7 c the Free Software Foundation; either version 2 of the License, or |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
8 c (at your option) any later version. |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
9 c |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
10 c This program is distributed in the hope that it will be useful, |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
11 c but WITHOUT ANY WARRANTY; without even the implied warranty of |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
12 c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
13 c GNU General Public License for more details. |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
14 c |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
15 c You should have received a copy of the GNU General Public License |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
16 c along with this software; see the file COPYING. If not, see |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
17 c <http://www.gnu.org/licenses/>. |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
18 c |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
19 subroutine cqr1up(m,n,k,Q,R,u,v) |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
20 c purpose: updates a QR factorization after rank-1 modification |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
21 c i.e., given a m-by-k unitary Q and m-by-n upper |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
22 c trapezoidal R, an m-vector u and n-vector v, |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
23 c this subroutine updates Q -> Q1 and R -> R1 so that |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
24 c Q1*R1 = Q*R + Q*Q'u*v', and Q1 is again unitary |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
25 c and R1 upper trapezoidal. |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
26 c (complex version) |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
27 c arguments: |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
28 c m (in) number of rows of the matrix Q. |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
29 c n (in) number of columns of the matrix R. |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
30 c k (in) number of columns of Q, and rows of R. k <= m. |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
31 c Q (io) on entry, the unitary m-by-k matrix Q. |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
32 c on exit, the updated matrix Q1. |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
33 c R (io) on entry, the upper trapezoidal m-by-n matrix R. |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
34 c on exit, the updated matrix R1. |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
35 c u (in) the left m-vector. |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
36 c v (in) the right n-vector. |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
37 c |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
38 integer m,n,k |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
39 complex Q(m,k),R(k,n),u(m),v(n) |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
40 complex w |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
41 external cqrqhv,cqhqr |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
42 integer i |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
43 c quick return if possible |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
44 if (m <= 0 .or. n <= 0) return |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
45 c eliminate tail of Q'*u |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
46 call cqrqhv(m,n,k,Q,m,R,m,u,w) |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
47 c update R |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
48 do i = 1,n |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
49 R(1,i) = R(1,i) + w*conjg(v(i)) |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
50 end do |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
51 c retriangularize R |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
52 call cqhqr(m,n,k,Q,m,R,k) |
82be108cc558
First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff
changeset
|
53 end |