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annotate libcruft/qrupdate/cqrinr.f @ 7789:82be108cc558

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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
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7789
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1 c Copyright (C) 2008 VZLU Prague, a.s., Czech Republic
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2 c
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3 c Author: Jaroslav Hajek <highegg@gmail.com>
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4 c
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5 c This source is free software; you can redistribute it and/or modify
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6 c it under the terms of the GNU General Public License as published by
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7 c the Free Software Foundation; either version 2 of the License, or
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8 c (at your option) any later version.
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9 c
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10 c This program is distributed in the hope that it will be useful,
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11 c but WITHOUT ANY WARRANTY; without even the implied warranty of
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12 c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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13 c GNU General Public License for more details.
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14 c
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15 c You should have received a copy of the GNU General Public License
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16 c along with this software; see the file COPYING. If not, see
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17 c <http://www.gnu.org/licenses/>.
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18 c
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19 subroutine cqrinr(m,n,Q,Q1,R,R1,j,x)
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20 c purpose: updates a QR factorization after inserting a new
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21 c row.
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22 c i.e., given an m-by-m unitary matrix Q, an m-by-n
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23 c upper trapezoidal matrix R and index j in the range
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24 c 1:m+1, this subroutine forms the (m+1)-by-(m+1) matrix
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25 c Q1 and an (m+1)-by-n matrix R1 so that Q1 is again
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26 c unitary, R1 upper trapezoidal, and
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27 c Q1*R1 = [A(1:j-1,:); x; A(j:m,:)], where A = Q*R.
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28 c (complex version)
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29 c arguments:
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30 c m (in) number of rows of the matrix R.
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31 c n (in) number of columns of the matrix R
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32 c Q (in) the orthogonal matrix Q
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33 c Q1 (out) the updated matrix Q1
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34 c R (in) the upper trapezoidal matrix R
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35 c R1 (out) the updated matrix R1
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36 c j (in) the position of the new row in R1
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37 c x (in) the row being added
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38 c
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39 integer m,n,j
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40 complex Q(m,m),Q1(m+1,m+1),R(m,n),R1(m+1,n),x(n)
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41 external xerbla,clacpy,ccopy,cqhqr
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42 integer i
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43 c check arguments
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44 info = 0
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45 if (n < 0) then
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46 info = 2
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47 else if (j < 1 .or. j > m+1) then
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48 info = 7
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49 end if
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50 if (info /= 0) then
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51 call xerbla('CQRINR',info)
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52 end if
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53 c setup the new matrix Q1
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54 c permute the columns of Q1 and rows of R1 so that c the new row ends
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55 c up being the topmost row.
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56 if (j > 1) then
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57 call clacpy('0',j-1,m,Q(1,1),m,Q1(1,2),m+1)
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58 end if
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59 if (j <= m) then
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60 call clacpy('0',m-j+1,m,Q(j,1),m,Q1(j+1,2),m+1)
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61 end if
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62 c zero the rest of Q1
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63 do i = 1,m+1
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64 Q1(i,1) = 0e0
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65 Q1(j,i) = 0e0
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66 end do
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67 Q1(j,1) = 1e0
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68 c setup the new matrix R1
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69 call ccopy(n,x,1,R1(1,1),m+1)
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70 call clacpy('0',m,n,R(1,1),m,R1(2,1),m+1)
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71 c rotate to form proper QR
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72 call cqhqr(m+1,n,m+1,Q1,m+1,R1,m+1)
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73 end