Mercurial > octave-nkf
view 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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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