Mercurial > hg > octave-lyh
view libcruft/minpack/r1updt.f @ 3750:c922e2d23c8c
[project @ 2000-12-09 07:34:11 by jwe]
author | jwe |
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date | Sat, 09 Dec 2000 07:34:12 +0000 |
parents | 30c606bec7a8 |
children |
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SUBROUTINE R1UPDT(M,N,S,LS,U,V,W,SING) INTEGER M,N,LS LOGICAL SING DOUBLE PRECISION S(LS),U(M),V(N),W(M) C ********** C C SUBROUTINE R1UPDT C C GIVEN AN M BY N LOWER TRAPEZOIDAL MATRIX S, AN M-VECTOR U, C AND AN N-VECTOR V, THE PROBLEM IS TO DETERMINE AN C ORTHOGONAL MATRIX Q SUCH THAT C C T C (S + U*V )*Q C C IS AGAIN LOWER TRAPEZOIDAL. C C THIS SUBROUTINE DETERMINES Q AS THE PRODUCT OF 2*(N - 1) C TRANSFORMATIONS C C GV(N-1)*...*GV(1)*GW(1)*...*GW(N-1) C C WHERE GV(I), GW(I) ARE GIVENS ROTATIONS IN THE (I,N) PLANE C WHICH ELIMINATE ELEMENTS IN THE I-TH AND N-TH PLANES, C RESPECTIVELY. Q ITSELF IS NOT ACCUMULATED, RATHER THE C INFORMATION TO RECOVER THE GV, GW ROTATIONS IS RETURNED. C C THE SUBROUTINE STATEMENT IS C C SUBROUTINE R1UPDT(M,N,S,LS,U,V,W,SING) C C WHERE C C M IS A POSITIVE INTEGER INPUT VARIABLE SET TO THE NUMBER C OF ROWS OF S. C C N IS A POSITIVE INTEGER INPUT VARIABLE SET TO THE NUMBER C OF COLUMNS OF S. N MUST NOT EXCEED M. C C S IS AN ARRAY OF LENGTH LS. ON INPUT S MUST CONTAIN THE LOWER C TRAPEZOIDAL MATRIX S STORED BY COLUMNS. ON OUTPUT S CONTAINS C THE LOWER TRAPEZOIDAL MATRIX PRODUCED AS DESCRIBED ABOVE. C C LS IS A POSITIVE INTEGER INPUT VARIABLE NOT LESS THAN C (N*(2*M-N+1))/2. C C U IS AN INPUT ARRAY OF LENGTH M WHICH MUST CONTAIN THE C VECTOR U. C C V IS AN ARRAY OF LENGTH N. ON INPUT V MUST CONTAIN THE VECTOR C V. ON OUTPUT V(I) CONTAINS THE INFORMATION NECESSARY TO C RECOVER THE GIVENS ROTATION GV(I) DESCRIBED ABOVE. C C W IS AN OUTPUT ARRAY OF LENGTH M. W(I) CONTAINS INFORMATION C NECESSARY TO RECOVER THE GIVENS ROTATION GW(I) DESCRIBED C ABOVE. C C SING IS A LOGICAL OUTPUT VARIABLE. SING IS SET TRUE IF ANY C OF THE DIAGONAL ELEMENTS OF THE OUTPUT S ARE ZERO. OTHERWISE C V IS SET FALSE. C C SUBPROGRAMS CALLED C C MINPACK-SUPPLIED ... DPMPAR C C FORTRAN-SUPPLIED ... DABS,DSQRT C C MINPACK. VERSION OF DECEMBER 1978. C BURTON S. GARBOW, KENNETH E. HILLSTROM, JORGE J. MORE, C JOHN L. NAZARETH C C ********** INTEGER I,J,JJ,L,NMJ,NM1 DOUBLE PRECISION COS,COTAN,GIANT,ONE,P5,P25,SIN,TAN,TAU,TEMP, * ZERO DOUBLE PRECISION DPMPAR DATA ONE,P5,P25,ZERO /1.0D0,5.0D-1,2.5D-1,0.0D0/ C C GIANT IS THE LARGEST MAGNITUDE. C GIANT = DPMPAR(3) C C INITIALIZE THE DIAGONAL ELEMENT POINTER. C JJ = (N*(2*M - N + 1))/2 - (M - N) C C MOVE THE NONTRIVIAL PART OF THE LAST COLUMN OF S INTO W. C L = JJ DO 10 I = N, M W(I) = S(L) L = L + 1 10 CONTINUE C C ROTATE THE VECTOR V INTO A MULTIPLE OF THE N-TH UNIT VECTOR C IN SUCH A WAY THAT A SPIKE IS INTRODUCED INTO W. C NM1 = N - 1 IF (NM1 .LT. 1) GO TO 70 DO 60 NMJ = 1, NM1 J = N - NMJ JJ = JJ - (M - J + 1) W(J) = ZERO IF (V(J) .EQ. ZERO) GO TO 50 C C DETERMINE A GIVENS ROTATION WHICH ELIMINATES THE C J-TH ELEMENT OF V. C IF (DABS(V(N)) .GE. DABS(V(J))) GO TO 20 COTAN = V(N)/V(J) SIN = P5/DSQRT(P25+P25*COTAN**2) COS = SIN*COTAN TAU = ONE IF (DABS(COS)*GIANT .GT. ONE) TAU = ONE/COS GO TO 30 20 CONTINUE TAN = V(J)/V(N) COS = P5/DSQRT(P25+P25*TAN**2) SIN = COS*TAN TAU = SIN 30 CONTINUE C C APPLY THE TRANSFORMATION TO V AND STORE THE INFORMATION C NECESSARY TO RECOVER THE GIVENS ROTATION. C V(N) = SIN*V(J) + COS*V(N) V(J) = TAU C C APPLY THE TRANSFORMATION TO S AND EXTEND THE SPIKE IN W. C L = JJ DO 40 I = J, M TEMP = COS*S(L) - SIN*W(I) W(I) = SIN*S(L) + COS*W(I) S(L) = TEMP L = L + 1 40 CONTINUE 50 CONTINUE 60 CONTINUE 70 CONTINUE C C ADD THE SPIKE FROM THE RANK 1 UPDATE TO W. C DO 80 I = 1, M W(I) = W(I) + V(N)*U(I) 80 CONTINUE C C ELIMINATE THE SPIKE. C SING = .FALSE. IF (NM1 .LT. 1) GO TO 140 DO 130 J = 1, NM1 IF (W(J) .EQ. ZERO) GO TO 120 C C DETERMINE A GIVENS ROTATION WHICH ELIMINATES THE C J-TH ELEMENT OF THE SPIKE. C IF (DABS(S(JJ)) .GE. DABS(W(J))) GO TO 90 COTAN = S(JJ)/W(J) SIN = P5/DSQRT(P25+P25*COTAN**2) COS = SIN*COTAN TAU = ONE IF (DABS(COS)*GIANT .GT. ONE) TAU = ONE/COS GO TO 100 90 CONTINUE TAN = W(J)/S(JJ) COS = P5/DSQRT(P25+P25*TAN**2) SIN = COS*TAN TAU = SIN 100 CONTINUE C C APPLY THE TRANSFORMATION TO S AND REDUCE THE SPIKE IN W. C L = JJ DO 110 I = J, M TEMP = COS*S(L) + SIN*W(I) W(I) = -SIN*S(L) + COS*W(I) S(L) = TEMP L = L + 1 110 CONTINUE C C STORE THE INFORMATION NECESSARY TO RECOVER THE C GIVENS ROTATION. C W(J) = TAU 120 CONTINUE C C TEST FOR ZERO DIAGONAL ELEMENTS IN THE OUTPUT S. C IF (S(JJ) .EQ. ZERO) SING = .TRUE. JJ = JJ + (M - J + 1) 130 CONTINUE 140 CONTINUE C C MOVE W BACK INTO THE LAST COLUMN OF THE OUTPUT S. C L = JJ DO 150 I = N, M S(L) = W(I) L = L + 1 150 CONTINUE IF (S(JJ) .EQ. ZERO) SING = .TRUE. RETURN C C LAST CARD OF SUBROUTINE R1UPDT. C END