Bachelor's degree final project  v1.0
Faculty of Mathematics, University of Barcelona
Defines | Functions
QR factorization

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Defines

#define _OPENMP_QR_DIMENSION   1e2
 Minimum value for using the openmp library in QR decomposition.

Functions

void premult_Q_vector (size_t m, size_t n, double **const QR, double *const b)
 Compute $P_1\cdots P_nb$ where $b$ and $P_i$ are respectively m-by-1 and m-by-m matrixs.
void * qr (size_t m, size_t n, double **const A, double **const QR)
 Compute the QR factorization of a matrix m-by-n.

Detailed Description


Define Documentation

#define _OPENMP_QR_DIMENSION   1e2

Minimum value for using the openmp library in QR decomposition.


Function Documentation

void premult_Q_vector ( size_t  m,
size_t  n,
double **const  QR,
double *const  b 
)

Compute $P_1\cdots P_nb$ where $b$ and $P_i$ are respectively m-by-1 and m-by-m matrixs.

Parameters:
[in]mRows of linear system's matrix
[in]nColumns of linear system's matrix
[in]QRHouseholder vector of dimension n
[in,out]bVector m-dimensional where will be saved the result
Precondition:
It has been computed the QR descomposition over the matrix input
Postcondition:
The calculation was carried out

References pic::n.

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void* qr ( size_t  m,
size_t  n,
double **const  A,
double **const  QR 
)

Compute the QR factorization of a matrix m-by-n.

Parameters:
[in]mRows
[in]nColumns
[in]AMatrix m-by-n where will be computed QR factorization
[out]QRMatrix m-by-n where has been computed QR factorization
Return values:
NULLIf the memory can not be allocated
0If some error ocurred and number of columns where has been applied the decomposition in QR
Returns:
Otherwise the last index for the column changed
Note:
QR and A can be the same

References householder_matrix(), premult_matrix(), and pic::w.

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