Mercurial > octave-nkf
view libcruft/qrupdate/schdex.f @ 7961:a5d1e27ee1f4 ss-3-1-51
3.1.51 snapshot
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Tue, 22 Jul 2008 11:40:48 -0400 |
parents | 82be108cc558 |
children |
line wrap: on
line source
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 schdex(n,R,R1,j) c purpose: given an upper triangular matrix R that is a Cholesky c factor of a symmetric positive definite matrix A, i.e. c A = R'*R, this subroutine updates R -> R1 so that c R1'*R1 = A(jj,jj), where jj = [1:j-1,j+1:n+1]. c (real version) c arguments: c n (in) the order of matrix R c R (in) the original upper trapezoidal matrix R c R1 (out) the updated matrix R1 c j (in) the position of the deleted row/column integer n,j,info real R(n,n),R1(n-1,n-1) real Qdum,c,s,rr external xerbla,slacpy,sqhqr,slartg c quick return if possible if (n == 1) return c check arguments info = 0 if (n <= 0) then info = 1 else if (j < 1 .or. j > n) then info = 4 end if if (info /= 0) then call xerbla('SQRDEX',info) end if c setup the new matrix R1 if (j > 1) then call slacpy('0',n-1,j-1,R(1,1),n,R1(1,1),n-1) end if if (j < n) then call slacpy('0',n-1,n-j,R(1,j+1),n,R1(1,j),n-1) call sqhqr(0,n-j,n-j,Qdum,1,R1(j,j),n-1) c eliminate R(n,n) call slartg(R1(n-1,n-1),R(n,n),c,s,rr) R1(n-1,n-1) = rr endif end