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 where and 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.

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Detailed Description

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Define Documentation

#define _OPENMP_QR_DIMENSION   1e2

Minimum value for using the openmp library in QR decomposition.

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Function Documentation

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

Compute where and are respectively m-by-1 and m-by-m matrixs.

Parameters:

[in]	m	Rows of linear system's matrix
[in]	n	Columns of linear system's matrix
[in]	QR	Householder vector of dimension n
[in,out]	b	Vector 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]	m	Rows
[in]	n	Columns
[in]	A	Matrix m-by-n where will be computed QR factorization
[out]	QR	Matrix m-by-n where has been computed QR factorization

Return values:

NULL	If the memory can not be allocated
0	If 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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