C:/programs/SCPPNT/src/include/qr.h File Reference

Definition of functions QR_factor, R_solve, and QR_solve. More...

#include <cmath>
#include "scppnt/scppnt.h"
#include "scppnt/scppnt_error.h"
#include "scppnt/scppnt_math.h"

Include dependency graph for qr.h:

Go to the source code of this file.

Namespaces
namespace	SCPPNT
Functions
template<class MaTRiX, class Vector>
int	SCPPNT::QR_factor (MaTRiX &A, Vector &C, Vector &D)
	Classical QR factorization, based on Stewart[1973].
template<class MaTRiX, class Vector>
int	SCPPNT::R_solve (const MaTRiX &A, Vector &D, Vector &b)
	Modified form of upper triangular solve, except that the main diagonal of R (upper portion of A) is in D.
template<class MaTRiX, class Vector>
int	SCPPNT::QR_solve (const MaTRiX &A, const Vector &c, Vector &d, Vector &b)
	Solve Rx = Q'b, where A, c, and d are output from QR_factor.

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Detailed Description

Definition of functions QR_factor, R_solve, and QR_solve.

Contains modified version of the functions in qr.h from the Template Numerical Toolkit (TNT) using matrix iterators rather than matrix subscripting.

Definition in file qr.h.

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