Mercurial > octave-nkf
view libcruft/qrupdate/sqrqhv.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 sqrqhv(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 an m-vector u, this subroutine c updates the matrices Q -> Q1 and R -> R1 so that c Q1 = Q*G', R1 = G*R, w1(2:m) = 0 with G orthogonal, c R1 upper Hessenberg, and w1 = Q1'*u. 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. k <= m. 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 u (in) the m-vector u. c rr (out) the first element of Q1'*u on exit. c c if Q is orthogonal, so is Q1. It is not strictly c necessary, however. integer m,n,k,ldq,ldr real Q(ldq,*),R(ldr,*),u(*),rr real c real s,w,w1,sdot external xerbla,sdot,slartg,srot integer i,info c quick return if possible. if (k <= 0) return c check arguments. info = 0 if (k > m) then info = 3 else if (ldq < 1) then info = 5 else if (ldr < 1) then info = 7 end if if (info /= 0) then call xerbla('SQRQHV',info) end if c form each element of w = Q'*u when necessary. rr = sdot(m,Q(1,k),1,u,1) do i = k-1,1,-1 w1 = rr w = sdot(m,Q(1,i),1,u,1) call slartg(w,w1,c,s,rr) c apply rotation to rows of R if necessary if (i <= n) then call srot(n+1-i,R(i,i),ldr,R(i+1,i),ldr,c,s) end if c apply rotation to columns of Q call srot(m,Q(1,i),1,Q(1,i+1),1,c,s) end do end