Mercurial > octave-nkf
view libcruft/qrupdate/zqrqhu.f @ 7700:efccca5f2ad7
more QR & Cholesky updating functions
author | Jaroslav Hajek <highegg@gmail.com> |
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date | Mon, 07 Apr 2008 11:43:19 -0400 |
parents | |
children | 7c9ba697a479 |
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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 zqrqhu(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 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 k-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 double complex Q(ldq,*),R(ldr,*),u(*),rr double precision c double complex s,w external zlartg,zrot 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('ZQRQHU',info) end if rr = u(k) do i = k-1,1,-1 w = rr if (w /= dcmplx(0d0,0d0)) then call zlartg(u(i),w,c,s,rr) c apply rotation to rows of R if necessary if (i <= n) then call zrot(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 zrot(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