Mercurial > octave-nkf
diff libcruft/qrupdate/cqrqhu.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/cqrqhu.f Sun Apr 27 22:34:17 2008 +0200 @@ -0,0 +1,78 @@ +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 cqrqhu(m,n,k,Q,ldq,R,ldr,u,rr) +c purpose: given an m-by-k matrix Q, an upper trapezoidal +c k-by-n matrix R, and a k-vector u, +c this subroutine updates the matrices Q -> Q1 and +c R -> R1 so that Q1 = Q*G', R1 = G*R, u1(2:k) = 0 +c with G unitary, R1 upper Hessenberg, and u1 = G*u. +c (complex 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. +c Q (io) on entry, the unitary matrix Q. +c on exit, the updated matrix Q1. +c ldq (in) leading dimension of Q. +c R (io) on entry, the upper triangular matrix R. +c on exit, the updated upper Hessenberg matrix R1. +c ldr (in) leading dimension of R. +c u (in) the k-vector u. +c rr (out) the first element of Q1'*u on exit. +c +c if Q is unitary, so is Q1. It is not strictly +c necessary, however. + integer m,n,k,ldq,ldr + complex Q(ldq,*),R(ldr,*),u(*),rr + real c + complex s,w + external xerbla,clartg,crot + integer i,info +c quick return if possible. + if (k <= 0) return +c check arguments. + info = 0 + if (ldq < 1) then + info = 5 + else if (ldr < 1) then + info = 7 + end if + if (info /= 0) then + call xerbla('CQRQHU',info) + end if + rr = u(k) + do i = k-1,1,-1 + w = rr + if (w /= cmplx(0e0,0e0)) then + call clartg(u(i),w,c,s,rr) +c apply rotation to rows of R if necessary + if (i <= n) then + call crot(n+1-i,R(i,i),ldr,R(i+1,i),ldr,c,s) + end if +c apply rotation to columns of Q if necessary + if (m > 0) then + call crot(m,Q(1,i),1,Q(1,i+1),1,c,conjg(s)) + end if + else +c no rotation necessary + rr = u(i) + end if + end do + end +