scid.ports.minpack.qrfac

Members

Functions

qrfac
void qrfac(size_t m, size_t n, Real* a, size_t lda, bool pivot, size_t* ipvt, size_t lipvt, Real* rdiag, Real* acnorm, Real* wa)

This subroutine uses Householder transformations with column pivoting (optional) to compute a QR factorization of the m by n matrix A. That is, qrfac determines an orthogonal matrix Q, a permutation matrix P, and an upper trapezoidal matrix R with diagonal elements of nonincreasing magnitude, such that AP = QR. The Householder transformation for column k, k = 1,2,...,min(m,n), is of the form

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Authors

Lars Tandle Kyllingstad

License

Boost Licence 1.0