Mercurial > octave-nkf
view libcruft/qrupdate/zqrdec.f @ 7961:a5d1e27ee1f4 ss-3-1-51
3.1.51 snapshot
author | John W. Eaton <jwe@octave.org> |
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date | Tue, 22 Jul 2008 11:40:48 -0400 |
parents | 7c9ba697a479 |
children |
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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 zqrdec(m,n,k,Q,R,R1,j) c purpose: updates a QR factorization after deleting c a column. c i.e., given an m-by-k unitary matrix Q, an k-by-n c upper trapezoidal matrix R and index j in the range c 1:n+1, this subroutine updates the matrix Q -> Q1 and c forms an m-by-(n-1) matrix R1 so that Q1 remains c unitary, R1 is upper trapezoidal, and c Q1*R1 = [A(:,1:j-1) A(:,j+1:n)], where A = Q*R. 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 unitary m-by-k matrix Q. c on exit, the updated matrix Q1. c R (in) the original upper trapezoidal matrix R. c R1 (out) the updated matrix R1. c j (in) the position of the deleted column in R. c 1 <= j <= n. c integer m,n,k,j double complex Q(m,k),R(k,n),R1(k,n-1) external xerbla,zcopy,zqhqr integer info c quick return if possible if (m <= 0 .or. k <= 0 .or. n == 1) return c check arguments info = 0 if (n < 1) then info = 2 else if (j < 1 .or. j > n) then info = 7 end if if (info /= 0) then call xerbla('ZQRDEC',info) end if c copy leading portion call zcopy(k*(j-1),R,1,R1,1) if (j < n) then c copy trailing portion of R call zcopy(k*(n-j),R(1,j+1),1,R1(1,j),1) c if necessary, retriangularize R1(j:k,j:n-1) and update Q(:,j:k) if (j < k) then call zqhqr(m,n-j,k-j+1,Q(1,j),m,R1(j,j),k) end if end if end