qr_base.h File Reference


Detailed Description

File for QR decomposition and associated solver.

Definition in file qr_base.h.

#include <o2scl/householder.h>
#include <o2scl/givens.h>

Go to the source code of this file.

Namespaces

namespace  o2scl_linalg

Functions

template<class mat_t, class vec_t>
int QR_decomp (size_t M, size_t N, mat_t &A, vec_t &tau)
 Compute the QR decomposition of matrix A.
template<class mat_t, class vec_t>
int QR_solve (size_t N, const mat_t &QR, const vec_t &tau, const vec_t &b, vec_t &x)
 Solve the system A x = b using the QR factorization.
template<class mat_t, class vec_t>
int QR_svx (size_t M, size_t N, const mat_t &QR, const vec_t &tau, vec_t &x)
 Solve the system A x = b in place using the QR factorization.
template<class mat_t, class vec_t>
int QR_QTvec (const size_t M, const size_t N, const mat_t &QR, const vec_t &tau, vec_t &v)
 Form the product Q^T v from a QR factorized matrix.
template<class mat1_t, class mat2_t, class mat3_t, class vec_t>
int QR_unpack (const size_t M, const size_t N, const mat1_t &QR, const vec_t &tau, mat2_t &Q, mat3_t &R)
 Unpack the QR matrix to the individual Q and R components.
template<class mat1_t, class mat2_t, class vec1_t, class vec2_t>
int QR_update (size_t M, size_t N, mat1_t &Q, mat2_t &R, vec1_t &w, vec2_t &v)
 Update a QR factorisation for A= Q R , A' = A + u v^T,.


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