qrupdate-ng 1.2.0
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clu1up.f90
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1! Copyright (C) 2008, 2009 VZLU Prague, a.s., Czech Republic, Jaroslav Hajek <highegg@gmail.com>
2! Copyright (C) 2026 Martin Köhler <koehlerm(AT)mpi-magdeburg.mpg.de>
3!
4! This file is part of qrupdate-ng.
5!
6! qrupdate is free software; you can redistribute it and/or modify
7! it under the terms of the GNU General Public License as published by
8! the Free Software Foundation; either version 3 of the License, or
9! (at your option) any later version.
10!
11! This program is distributed in the hope that it will be useful,
12! but WITHOUT ANY WARRANTY; without even the implied warranty of
13! MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
14! GNU General Public License for more details.
15!
16! You should have received a copy of the GNU General Public License
17! along with this software; see the file COPYING. If not, see
18! <http://www.gnu.org/licenses/>.
19!
20!> \brief Updates an LU factorization after a rank-1 modification.
21!>
22!> \par Definition:
23! =============
24!> \verbatim
25!> subroutine clu1up(m,n,L,ldl,R,ldr,u,v)
26!>
27!> .. Scalar Arguments ..
28!> integer m, n, ldl, ldr
29!> ..
30!> .. Array Arguments ..
31!> complex L(ldl,*), R(ldr,*), u(*), v(*)
32!> ..
33!> \endverbatim
34!>
35!> \par Purpose:
36! =============
37!> \verbatim
38!>
39!> CLU1UP updates an LU factorization after rank-1 modification.
40!> Given an m-by-k lower-triangular matrix L with unit diagonal and
41!> a k-by-n upper-trapezoidal matrix R, where k = min(m,n), this
42!> CLU1UP updates L -> L1 and R -> R1 so that L1 is again
43!> lower unit triangular, R1 upper trapezoidal, and
44!> L1*R1 = L*R + u*v', where v' denotes the conjugate transpose of
45!> v.
46!>
47!> The update is performed using the Bennett algorithm with
48!> column-major access, which processes the leading k-by-k block
49!> first and then finishes the trailing part of R if needed.
50!> \endverbatim
51!>
52!> \param[in] m
53!> \verbatim
54!> m is INTEGER
55!> The number of rows of the matrix L. m >= 0.
56!> \endverbatim
57!>
58!> \param[in] n
59!> \verbatim
60!> n is INTEGER
61!> The number of columns of the matrix R. n >= 0.
62!> \endverbatim
63!>
64!> \param[in,out] L
65!> \verbatim
66!> L is COMPLEX array, dimension (ldl,k)
67!> On entry, the unit lower triangular matrix L. On exit,
68!> the updated unit lower triangular matrix L1.
69!> \endverbatim
70!>
71!> \param[in] ldl
72!> \verbatim
73!> ldl is INTEGER
74!> The leading dimension of the array L. ldl >= m.
75!> \endverbatim
76!>
77!> \param[in,out] R
78!> \verbatim
79!> R is COMPLEX array, dimension (ldr,n)
80!> On entry, the upper trapezoidal m-by-n matrix R.
81!> On exit, the updated upper trapezoidal matrix R1.
82!> \endverbatim
83!>
84!> \param[in] ldr
85!> \verbatim
86!> ldr is INTEGER
87!> The leading dimension of the array R. ldr >= k,
88!> where k = min(m,n).
89!> \endverbatim
90!>
91!> \param[in,out] u
92!> \verbatim
93!> u is COMPLEX array, dimension (m)
94!> On entry, the left m-vector defining the rank-1
95!> modification. On exit, if k < m, u is destroyed;
96!> otherwise, u contains the updated vector.
97!> \endverbatim
98!>
99!> \param[in,out] v
100!> \verbatim
101!> v is COMPLEX array, dimension (n)
102!> On entry, the right n-vector defining the rank-1
103!> modification. On exit, v is destroyed.
104!> \endverbatim
105!>
106!> \ingroup ludecomp
107subroutine clu1up(m,n,L,ldl,R,ldr,u,v)
108 use iso_fortran_env
110 integer, intent(in) :: m, n, ldl, ldr
111 complex(real32), intent(inout) :: L(ldl,*)
112 complex(real32), intent(inout) :: R(ldr,*)
113 complex(real32), intent(inout) :: u(*)
114 complex(real32), intent(inout) :: v(*)
115 complex(real32) ui,vi
116 integer k,info,i,j
117 ! quick return if possible.
118 k = min(m,n)
119 if (k == 0) return
120 ! check arguments.
121 info = 0
122 if (m < 0) then
123 info = 1
124 else if (n < 0) then
125 info = 2
126 else if (ldl < m) then
127 info = 4
128 else if (ldr < k) then
129 info = 6
130 endif
131 if (info /= 0) then
132 call qrupdate_xerror('CLU1UP',info)
133 return
134 end if
135 ! The Bennett algorithm, modified for column-major access.
136 ! The leading part.
137 do i = 1,k
138 ! prefetch
139 ui = u(i)
140 vi = v(i)
141 ! delayed R update
142 do j = 1,i-1
143 r(j,i) = r(j,i) + u(j)*vi
144 vi = vi - v(j)*r(j,i)
145 end do
146 ! diagonal update
147 r(i,i) = r(i,i) + ui*vi
148 vi = vi/r(i,i)
149 ! L update
150 do j = i+1,m
151 u(j) = u(j) - ui*l(j,i)
152 l(j,i) = l(j,i) + u(j)*vi
153 end do
154 u(i) = ui
155 v(i) = vi
156 end do
157 ! Finish the trailing part of R if needed.
158 do i = k+1,n
159 vi = v(i)
160 do j = 1,k
161 r(j,i) = r(j,i) + u(j)*vi
162 vi = vi - v(j)*r(j,i)
163 end do
164 v(i) = vi
165 end do
166end subroutine
subroutine qrupdate_xerror(srname, info)
Dispatches error reporting to the handler.
subroutine clu1up(m, n, l, ldl, r, ldr, u, v)
Updates an LU factorization after a rank-1 modification.
Definition clu1up.f90:108
Module for custom error handling.