At Tue, 29 Jan 2008 11:46:17 +0000, Jonny Taylor wrote: > With that taken into account, I've got it working. Source file is > attached in case it is of use to anybody. I have not included > equivalents of some of the functions in qr.c because I did not test > them since I don't need them. I have no idea whether it's more > "correct" to store tau or its conjugate in the tau vector; I have > chosen to store the conjugate.
It's best to follow LAPACK (routine CGEQRF) which stores tau. The matrix Q is represented as a product of elementary reflectors Q = H(1) H(2) . . . H(k), where k = min(m,n). Each H(i) has the form H(i) = I - tau * v * v' where tau is a complex scalar, and v is a complex vector with v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), and tau in TAU(i). _______________________________________________ Help-gsl mailing list Help-gsl@gnu.org http://lists.gnu.org/mailman/listinfo/help-gsl