qr_base.h File Reference

File for QR decomposition and associated solver. More...

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Namespaces

o2scl_linalg
The namespace for linear algebra classes and functions.

Functions

template<class mat_t , class vec_t >
void o2scl_linalg::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 , class vec2_t >
void o2scl_linalg::QR_QTvec (const size_t M, const size_t N, const mat_t &QR, const vec_t &tau, vec2_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 >
void o2scl_linalg::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 mat_t , class vec_t , class vec2_t >
void o2scl_linalg::QR_svx (size_t M, size_t N, const mat_t &QR, const vec_t &tau, vec2_t &x)
Solve the system A x = b in place using the QR factorization.

template<class mat_t , class vec_t , class vec2_t , class vec3_t >
void o2scl_linalg::QR_solve (size_t N, const mat_t &QR, const vec_t &tau, const vec2_t &b, vec3_t &x)
Solve the system A x = b using the QR factorization.

template<class mat1_t , class mat2_t , class vec1_t , class vec2_t >
void o2scl_linalg::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,. More...

template<class mat_t , class mat2_t , class mat3_t >
void o2scl_linalg::QR_decomp_unpack (const size_t M, const size_t N, mat_t &A, mat2_t &Q, mat3_t &R)
Compute the unpacked QR decomposition of matrix `A`. More...

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