relibc_openlibm/slatec/schex.f

*DECK SCHEX
      SUBROUTINE SCHEX (R, LDR, P, K, L, Z, LDZ, NZ, C, S, JOB)
C***BEGIN PROLOGUE  SCHEX
C***PURPOSE  Update the Cholesky factorization  A=TRANS(R)*R  of A
C            positive definite matrix A of order P under diagonal
C            permutations of the form TRANS(E)*A*E, where E is a
C            permutation matrix.
C***LIBRARY   SLATEC (LINPACK)
C***CATEGORY  D7B
C***TYPE      SINGLE PRECISION (SCHEX-S, DCHEX-D, CCHEX-C)
C***KEYWORDS  CHOLESKY DECOMPOSITION, EXCHANGE, LINEAR ALGEBRA, LINPACK,
C             MATRIX, POSITIVE DEFINITE
C***AUTHOR  Stewart, G. W., (U. of Maryland)
C***DESCRIPTION
C
C     SCHEX updates the Cholesky factorization
C
C                   A = TRANS(R)*R
C
C     of a positive definite matrix A of order P under diagonal
C     permutations of the form
C
C                   TRANS(E)*A*E
C
C     where E is a permutation matrix.  Specifically, given
C     an upper triangular matrix R and a permutation matrix
C     E (which is specified by K, L, and JOB), SCHEX determines
C     an orthogonal matrix U such that
C
C                           U*R*E = RR,
C
C     where RR is upper triangular.  At the users option, the
C     transformation U will be multiplied into the array Z.
C     If A = TRANS(X)*X, so that R is the triangular part of the
C     QR factorization of X, then RR is the triangular part of the
C     QR factorization of X*E, i.e., X with its columns permuted.
C     For a less terse description of what SCHEX does and how
C     it may be applied, see the LINPACK guide.
C
C     The matrix Q is determined as the product U(L-K)*...*U(1)
C     of plane rotations of the form
C
C                           (    C(I)       S(I) )
C                           (                    ) ,
C                           (    -S(I)      C(I) )
C
C     where C(I) is real.  The rows these rotations operate on
C     are described below.
C
C     There are two types of permutations, which are determined
C     by the value of JOB.
C
C     1. Right circular shift (JOB = 1).
C
C         The columns are rearranged in the following order.
C
C                1,...,K-1,L,K,K+1,...,L-1,L+1,...,P.
C
C         U is the product of L-K rotations U(I), where U(I)
C         acts in the (L-I,L-I+1)-plane.
C
C     2. Left circular shift (JOB = 2).
C         The columns are rearranged in the following order
C
C                1,...,K-1,K+1,K+2,...,L,K,L+1,...,P.
C
C         U is the product of L-K rotations U(I), where U(I)
C         acts in the (K+I-1,K+I)-plane.
C
C     On Entry
C
C         R      REAL(LDR,P), where LDR .GE. P.
C                R contains the upper triangular factor
C                that is to be updated.  Elements of R
C                below the diagonal are not referenced.
C
C         LDR    INTEGER.
C                LDR is the leading dimension of the array R.
C
C         P      INTEGER.
C                P is the order of the matrix R.
C
C         K      INTEGER.
C                K is the first column to be permuted.
C
C         L      INTEGER.
C                L is the last column to be permuted.
C                L must be strictly greater than K.
C
C         Z      REAL(LDZ,NZ), where LDZ.GE.P.
C                Z is an array of NZ P-vectors into which the
C                transformation U is multiplied.  Z is
C                not referenced if NZ = 0.
C
C         LDZ    INTEGER.
C                LDZ is the leading dimension of the array Z.
C
C         NZ     INTEGER.
C                NZ is the number of columns of the matrix Z.
C
C         JOB    INTEGER.
C                JOB determines the type of permutation.
C                       JOB = 1  right circular shift.
C                       JOB = 2  left circular shift.
C
C     On Return
C
C         R      contains the updated factor.
C
C         Z      contains the updated matrix Z.
C
C         C      REAL(P).
C                C contains the cosines of the transforming rotations.
C
C         S      REAL(P).
C                S contains the sines of the transforming rotations.
C
C***REFERENCES  J. J. Dongarra, J. R. Bunch, C. B. Moler, and G. W.
C                 Stewart, LINPACK Users' Guide, SIAM, 1979.
C***ROUTINES CALLED  SROTG
C***REVISION HISTORY  (YYMMDD)
C   780814  DATE WRITTEN
C   890531  Changed all specific intrinsics to generic.  (WRB)
C   890531  REVISION DATE from Version 3.2
C   891214  Prologue converted to Version 4.0 format.  (BAB)
C   900326  Removed duplicate information from DESCRIPTION section.
C           (WRB)
C   920501  Reformatted the REFERENCES section.  (WRB)
C***END PROLOGUE  SCHEX
      INTEGER LDR,P,K,L,LDZ,NZ,JOB
      REAL R(LDR,*),Z(LDZ,*),S(*)
      REAL C(*)
C
      INTEGER I,II,IL,IU,J,JJ,KM1,KP1,LMK,LM1
      REAL T
C
C     INITIALIZE
C
C***FIRST EXECUTABLE STATEMENT  SCHEX
      KM1 = K - 1
      KP1 = K + 1
      LMK = L - K
      LM1 = L - 1
C
C     PERFORM THE APPROPRIATE TASK.
C
      GO TO (10,130), JOB
C
C     RIGHT CIRCULAR SHIFT.
C
   10 CONTINUE
C
C        REORDER THE COLUMNS.
C
         DO 20 I = 1, L
            II = L - I + 1
            S(I) = R(II,L)
   20    CONTINUE
         DO 40 JJ = K, LM1
            J = LM1 - JJ + K
            DO 30 I = 1, J
               R(I,J+1) = R(I,J)
   30       CONTINUE
            R(J+1,J+1) = 0.0E0
   40    CONTINUE
         IF (K .EQ. 1) GO TO 60
            DO 50 I = 1, KM1
               II = L - I + 1
               R(I,K) = S(II)
   50       CONTINUE
   60    CONTINUE
C
C        CALCULATE THE ROTATIONS.
C
         T = S(1)
         DO 70 I = 1, LMK
            CALL SROTG(S(I+1),T,C(I),S(I))
            T = S(I+1)
   70    CONTINUE
         R(K,K) = T
         DO 90 J = KP1, P
            IL = MAX(1,L-J+1)
            DO 80 II = IL, LMK
               I = L - II
               T = C(II)*R(I,J) + S(II)*R(I+1,J)
               R(I+1,J) = C(II)*R(I+1,J) - S(II)*R(I,J)
               R(I,J) = T
   80       CONTINUE
   90    CONTINUE
C
C        IF REQUIRED, APPLY THE TRANSFORMATIONS TO Z.
C
         IF (NZ .LT. 1) GO TO 120
         DO 110 J = 1, NZ
            DO 100 II = 1, LMK
               I = L - II
               T = C(II)*Z(I,J) + S(II)*Z(I+1,J)
               Z(I+1,J) = C(II)*Z(I+1,J) - S(II)*Z(I,J)
               Z(I,J) = T
  100       CONTINUE
  110    CONTINUE
  120    CONTINUE
      GO TO 260
C
C     LEFT CIRCULAR SHIFT
C
  130 CONTINUE
C
C        REORDER THE COLUMNS
C
         DO 140 I = 1, K
            II = LMK + I
            S(II) = R(I,K)
  140    CONTINUE
         DO 160 J = K, LM1
            DO 150 I = 1, J
               R(I,J) = R(I,J+1)
  150       CONTINUE
            JJ = J - KM1
            S(JJ) = R(J+1,J+1)
  160    CONTINUE
         DO 170 I = 1, K
            II = LMK + I
            R(I,L) = S(II)
  170    CONTINUE
         DO 180 I = KP1, L
            R(I,L) = 0.0E0
  180    CONTINUE
C
C        REDUCTION LOOP.
C
         DO 220 J = K, P
            IF (J .EQ. K) GO TO 200
C
C              APPLY THE ROTATIONS.
C
               IU = MIN(J-1,L-1)
               DO 190 I = K, IU
                  II = I - K + 1
                  T = C(II)*R(I,J) + S(II)*R(I+1,J)
                  R(I+1,J) = C(II)*R(I+1,J) - S(II)*R(I,J)
                  R(I,J) = T
  190          CONTINUE
  200       CONTINUE
            IF (J .GE. L) GO TO 210
               JJ = J - K + 1
               T = S(JJ)
               CALL SROTG(R(J,J),T,C(JJ),S(JJ))
  210       CONTINUE
  220    CONTINUE
C
C        APPLY THE ROTATIONS TO Z.
C
         IF (NZ .LT. 1) GO TO 250
         DO 240 J = 1, NZ
            DO 230 I = K, LM1
               II = I - KM1
               T = C(II)*Z(I,J) + S(II)*Z(I+1,J)
               Z(I+1,J) = C(II)*Z(I+1,J) - S(II)*Z(I,J)
               Z(I,J) = T
  230       CONTINUE
  240    CONTINUE
  250    CONTINUE
  260 CONTINUE
      RETURN
      END