Blame linalg/apply_givens.c

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/* linalg/apply_givens.c
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 * 
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 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2007 Gerard Jungman, Brian Gough
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 * Copyright (C) 2004 Joerg Wensch, modifications for LQ.
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 * 
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 * This program is free software; you can redistribute it and/or modify
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 * it under the terms of the GNU General Public License as published by
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 * the Free Software Foundation; either version 3 of the License, or (at
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 * your option) any later version.
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 * 
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 * This program is distributed in the hope that it will be useful, but
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 * WITHOUT ANY WARRANTY; without even the implied warranty of
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 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
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 * General Public License for more details.
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 * 
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 * You should have received a copy of the GNU General Public License
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 * along with this program; if not, write to the Free Software
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 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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 */
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inline static void
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apply_givens_qr (size_t M, size_t N, gsl_matrix * Q, gsl_matrix * R,
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                 size_t i, size_t j, double c, double s)
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{
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  size_t k;
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  /* Apply rotation to matrix Q,  Q' = Q G */
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#if USE_BLAS
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  {
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    gsl_matrix_view Q0M = gsl_matrix_submatrix(Q,0,0,M,j+1);
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    gsl_vector_view Qi = gsl_matrix_column(&Q0M.matrix,i);
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    gsl_vector_view Qj = gsl_matrix_column(&Q0M.matrix,j);
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    gsl_blas_drot(&Qi.vector, &Qj.vector, c, -s);
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  }
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#else
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  for (k = 0; k < M; k++)
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    {
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      double qki = gsl_matrix_get (Q, k, i);
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      double qkj = gsl_matrix_get (Q, k, j);
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      gsl_matrix_set (Q, k, i, qki * c - qkj * s);
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      gsl_matrix_set (Q, k, j, qki * s + qkj * c);
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    }
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#endif
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  /* Apply rotation to matrix R, R' = G^T R (note: upper triangular so
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     zero for column < row) */
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#if USE_BLAS
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  {
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    k = GSL_MIN(i,j);
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    gsl_matrix_view R0 = gsl_matrix_submatrix(R, 0, k, j+1, N-k);
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    gsl_vector_view Ri = gsl_matrix_row(&R0.matrix,i);
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    gsl_vector_view Rj = gsl_matrix_row(&R0.matrix,j);
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    gsl_blas_drot(&Ri.vector, &Rj.vector, c, -s);
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  }
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#else
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  for (k = GSL_MIN (i, j); k < N; k++)
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    {
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      double rik = gsl_matrix_get (R, i, k);
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      double rjk = gsl_matrix_get (R, j, k);
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      gsl_matrix_set (R, i, k, c * rik - s * rjk);
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      gsl_matrix_set (R, j, k, s * rik + c * rjk);
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    }
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#endif
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}
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inline static void
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apply_givens_lq (size_t M, size_t N, gsl_matrix * Q, gsl_matrix * L,
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                 size_t i, size_t j, double c, double s)
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{
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  size_t k;
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  /* Apply rotation to matrix Q,  Q' = G Q */
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#if USE_BLAS
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  {
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    gsl_matrix_view Q0M = gsl_matrix_submatrix(Q,0,0,j+1,M);
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    gsl_vector_view Qi = gsl_matrix_row(&Q0M.matrix,i);
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    gsl_vector_view Qj = gsl_matrix_row(&Q0M.matrix,j);
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    gsl_blas_drot(&Qi.vector, &Qj.vector, c, -s);
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  }
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#else
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  for (k = 0; k < M; k++)
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    {
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      double qik = gsl_matrix_get (Q, i, k);
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      double qjk = gsl_matrix_get (Q, j, k);
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      gsl_matrix_set (Q, i, k, qik * c - qjk * s);
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      gsl_matrix_set (Q, j, k, qik * s + qjk * c);
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    }
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#endif
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  /* Apply rotation to matrix L, L' = L G^T (note: lower triangular so
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     zero for column > row) */
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#if USE_BLAS
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  {
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    k = GSL_MIN(i,j);
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    gsl_matrix_view L0 = gsl_matrix_submatrix(L, k, 0, N-k, j+1);
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    gsl_vector_view Li = gsl_matrix_column(&L0.matrix,i);
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    gsl_vector_view Lj = gsl_matrix_column(&L0.matrix,j);
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    gsl_blas_drot(&Li.vector, &Lj.vector, c, -s);
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  }
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#else
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  for (k = GSL_MIN (i, j); k < N; k++)
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    {
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      double lki = gsl_matrix_get (L, k, i);
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      double lkj = gsl_matrix_get (L, k, j);
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      gsl_matrix_set (L, k, i, c * lki - s * lkj);
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      gsl_matrix_set (L, k, j, s * lki + c * lkj);
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    }
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#endif
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}