NAME schdd - downdate an augmented Cholesky decomposition of the triangular part of an augmented QR decomposition. SYNOPSIS SUBROUTINE DCHDD (DA, LDA, N, DX, DZ, LDZ, NZ, DY, DRHO, DCOS, DSIN, INFO) SUBROUTINE SCHDD (SA, LDA, N, SX, SZ, LDZ, NZ, SY, SRHO, SCOS, SSIN, INFO) SUBROUTINE ZCHDD (ZA, LDA, N, ZX, ZZ, LDZ, NZ, ZY, DRHO, DCOS, DSIN, INFO) SUBROUTINE CCHDD (CA, LDA, N, CX, CZ, LDZ, NZ, CY, SRHO, SCOS, SSIN, INFO) #include <sunperf.h> void dchdd(double *r, int ldr, int p, double *dx, double *z, int ldz, int nz, double *dy, double *drho, double *c, double *s, int *info) void schdd(float *r, int ldr, int p, float *sx, float *z, int ldz, int nz, float *sy, float *srho, float *sc, float *s, int *info) void zchdd(doublecomplex *r, int ldr, int p, doublecomplex *x, doublecomplex *zz, int ldz, int nz, doublecom- plex *y, doublecomplex *zrho, doublecomplex *zc, doublecomplex *s, int *info) void cchdd(complex *r, int ldr, int p, complex *cx, complex *cz, int ldz, int nz, complex *cy, complex *rho, complex *cc, complex *s, int *info) ; ARGUMENTS xA On entry, the upper triangular matrix A. On exit, A has been downdated. 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 downdated 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 downdated with A. NZ >= 0. If NZ = 0 then Z, Y, and RHO are not used. xY Scalars for downdating the vectors in Z. xRHO On entry, the norms of the residual vectors that are to be downdated. On exit, RHO has been down- dated. If RHO(i) is negative on entry then it is not changed. xCOS Cosines of the transforming rotations. xSIN Sines of the transforming rotations. INFO On exit: INFO = 0 Subroutine completed normally. INFO = -1 A could not be downdated; all values are left unchanged. INFO = 1 Some RHOs could not be downdated; all RHOs that could not be downdated are changed to -1. SAMPLE PROGRAM PROGRAM TEST IMPLICIT NONE C INTEGER LDA, N, NOPIV, NZ PARAMETER (N = 4) PARAMETER (LDA = N) PARAMETER (NOPIV = 0) PARAMETER (NZ = 0) C DOUBLE PRECISION A(LDA,N), ANULL, C(N), S(N), WORK(N), X(N) INTEGER I, INFO, IPIVOT(N), J, JOB, NULL C EXTERNAL DCHDC, DCHDD 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 DO 100, I = 1, N PRINT 1010, (A(J,I), J = 1, I), (A(I,J), J = I + 1, N) 100 CONTINUE PRINT 1020 PRINT 1010, ((A(I,J), J = 1, N), I = 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 DCHDD (A, LDA, N, X, ANULL, NULL, NZ, ANULL, ANULL, C, S, $ INFO) IF (INFO .EQ. 0) THEN PRINT 1070 PRINT 1080, (C(I), S(I), I = 1, N) ELSE PRINT 1090 END IF ELSE PRINT 1100 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 cannot be downdated.') 1100 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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