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