Mercurial > octave-nkf
diff libcruft/qrupdate/sch1up.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/sch1up.f Sun Apr 27 22:34:17 2008 +0200 @@ -0,0 +1,57 @@ +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 sch1up(n,R,u,w) +c purpose: given an upper triangular matrix R that is a Cholesky +c factor of a symmetric positive definite matrix A, i.e. +c A = R'*R, this subroutine updates R -> R1 so that +c R1'*R1 = A + u*u' +c (real version) +c arguments: +c n (in) the order of matrix R +c R (io) on entry, the upper triangular matrix R +c on exit, the updated matrix R1 +c u (io) the vector determining the rank-1 update +c on exit, u is destroyed. +c w (w) a workspace vector of size n +c +c NOTE: the workspace vector is used to store the rotations +c so that R does not need to be traversed by rows. +c + integer n + real R(n,n),u(n) + real w(n) + external slartg + real rr,ui,t + integer i,j + + do i = 1,n +c apply stored rotations, column-wise + ui = u(i) + do j = 1,i-1 + t = w(j)*R(j,i) + u(j)*ui + ui = w(j)*ui - u(j)*R(j,i) + R(j,i) = t + end do +c generate next rotation + call slartg(R(i,i),ui,w(i),u(i),rr) + R(i,i) = rr + end do + end +