Mercurial > octave-nkf
diff libcruft/qrupdate/sqhqr.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/sqhqr.f Sun Apr 27 22:34:17 2008 +0200 @@ -0,0 +1,69 @@ +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 sqhqr(m,n,k,Q,ldq,R,ldr) +c purpose: given an k-by-n upper Hessenberg matrix R and +c an m-by-k matrix Q, this subroutine updates +c R -> R1 and Q -> Q1 so that R1 is upper +c trapezoidal, R1 = G*R and Q1 = Q*G', where +c G is an orthogonal matrix, giving Q1*R1 = Q*R. +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. +c Q (io) on entry, the orthogonal 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 + integer m,n,k,ldq,ldr + real Q(ldq,*),R(ldr,*) + real c + real s,rr + external xerbla,slartg,srot + integer info,i +c quick return if possible. + if (n <= 0 .or. k <= 1) 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('SQHQR',info) + end if +c triangularize + do i = 1,min(k-1,n) + call slartg(R(i,i),R(i+1,i),c,s,rr) + R(i,i) = rr + R(i+1,i) = 0e0 + if (i < n) then + call srot(n-i,R(i,i+1),ldr,R(i+1,i+1),ldr,c,s) + end if +c apply rotation to Q + if (m > 0) then + call srot(m,Q(1,i),1,Q(1,i+1),1,c,s) + end if + end do + end +