view libcruft/qrupdate/zqrqhu.f @ 7700:efccca5f2ad7

more QR & Cholesky updating functions
author Jaroslav Hajek <highegg@gmail.com>
date Mon, 07 Apr 2008 11:43:19 -0400
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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