NAME
schud - update an augmented Cholesky decomposition of the
triangular part of an augmented QR decomposition.
SYNOPSIS
SUBROUTINE DCHUD (DA, LDA, N, DX, DZ, LDZ, NZ, DY, DRHO,
DCOS, DSIN)
SUBROUTINE SCHUD (SA, LDA, N, SX, SZ, LDZ, NZ, SY, SRHO,
SCOS, SSIN)
SUBROUTINE ZCHUD (ZA, LDA, N, ZX, ZZ, LDZ, NZ, ZY, DRHO,
DCOS, DSIN)
SUBROUTINE CCHUD (CA, LDA, N, CX, CZ, LDZ, NZ, CY, SRHO,
SCOS, SSIN)
#include <sunperf.h>
void dchud(double *r, int ldr, int p, double *dx, double
*dz, int ldz, int nz, double *dy, double *drho,
double *c, double *s) ;
void schud(float *r, int ldr, int p, float *sx, float *z,
int ldz, int nz, float *sy, float *srho, float
*sc, float *s) ;
void zchud(doublecomplex *r, int ldr, int p, doublecomplex
*zx, doublecomplex *zz, int ldz, int nz, doub-
lecomplex *zy, double *drho, double *dc, doub-
lecomplex *s) ;
void cchud(complex *r, int ldr, int p, complex *cx, complex
*cz, int ldz, int nz, complex *cy, float *rho,
float *sc, complex *s) ;
ARGUMENTS
xA On entry, the upper triangular matrix A. On exit,
A has been updated. The strict lower triangle of
A is not referenced.
LDA Leading dimension of the array A as specified in a
dimension or type statement. LDA >= max(1,N).
N Order of the matrix A. N >= 0.
xX Row to be added to A.
xZ Vectors to be updated with A.
LDZ Leading dimension on the array Z as specified in a
dimension or type statement. LDZ >= max(1,N).
NZ Number of vectors to be updated with A. NZ >= 0.
If NZ = 0 then Z, Y, and RHO are not used.
xY Scalars for updating the vectors in Z.
xRHO On entry, the norms of the residual vectors that
are to be updated. On exit, RHO has been updated.
If RHO(i) is negative on entry then it is not
changed.
xCOS Cosines of the transforming rotations.
xSIN Sines of the transforming rotations.
SAMPLE PROGRAM
PROGRAM TEST
IMPLICIT NONE
C
INTEGER LDA, N, NOPIV, NZ
PARAMETER (N = 4)
PARAMETER (NOPIV = 0)
PARAMETER (NZ = 0)
PARAMETER (LDA = N)
C
DOUBLE PRECISION A(LDA,N), ANULL, C(N), S(N), WORK(N), X(N)
INTEGER I, ICOL, INFO, IPIVOT(N), IROW, JOB, NULL
C
C Initialize the arrays A and Z to store the matrices A and Z
C shown below and initialize X and Y to store the vectors x and y
C shown below.
C
C 4 3 2 1 1
C A = 3 4 3 2 x = 1
C 2 3 4 3 1
C 1 2 3 4 1
C
DATA A / 4.0D0, 3*8D8, 3.0D0, 4.0D0, 2*8D8, 2.0D0, 3.0D0, 4.0D0,
$ 8D8, 1.0D0, 2.0D0, 3.0D0, 4.0D0 /
C
PRINT 1000
PRINT 1010, A(1,1), A(1,2), A(1,3), A(1,4)
PRINT 1010, A(1,2), A(2,2), A(2,3), A(2,4)
PRINT 1010, A(1,3), A(2,3), A(3,3), A(3,4)
PRINT 1010, (A(IROW,4), IROW = 1, N)
PRINT 1020
PRINT 1010, ((A(IROW,ICOL), ICOL = 1, N), IROW = 1, N)
JOB = NOPIV
CALL DCHDC (A, LDA, N, WORK, IPIVOT, JOB, INFO)
IF (INFO .EQ. N) THEN
PRINT 1030
PRINT 1010, A(1,1), A(1,2), A(1,3), A(1,4)
PRINT 1040, A(2,2), A(2,3), A(2,4)
PRINT 1050, A(3,3), A(3,4)
PRINT 1060, A(4,4)
ANULL = 0.0D0
NULL = 1
CALL DCHUD (A, LDA, N, X, ANULL, NULL, NZ, ANULL, ANULL, C, S)
PRINT 1070
PRINT 1080, (C(I), S(I), I = 1, N)
ELSE
PRINT 1090
END IF
C
1000 FORMAT (1X, 'A in full form:')
1010 FORMAT (4(3X, F7.3))
1020 FORMAT (/1X, 'A in symmetric form (* in unused entries)')
1030 FORMAT (/1X, 'Upper Cholesky factor:')
1040 FORMAT (10X, 3(3X, F7.3))
1050 FORMAT (20X, 2(3X, F7.3))
1060 FORMAT (30X, 1(3X, F7.3))
1070 FORMAT (1X, 'Cosine', 3X, ' Sine')
1080 FORMAT (1X, F6.3, 3X, F6.3)
1090 FORMAT (/1X, 'A is not positive definite.')
C
END
SAMPLE OUTPUT
A in full form:
4.000 3.000 2.000 1.000
3.000 4.000 3.000 2.000
2.000 3.000 4.000 3.000
1.000 2.000 3.000 4.000
A in symmetric form (* in unused entries)
4.000 3.000 2.000 1.000
******* 4.000 3.000 2.000
******* ******* 4.000 3.000
******* ******* ******* 4.000
Upper Cholesky factor:
2.000 1.500 1.000 0.500
1.323 1.134 0.945
1.309 1.091
1.291
Cosine Sine
1.000 0.000
1.000 0.000
1.000 0.000
1.000 0.000
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