f01qcf
f01qcf
© Numerical Algorithms Group, 2002.
Purpose
F01QCF QR factorization of real m by n matrix (m >= n)
Synopsis
[a,zeta,ifail] = f01qcf(a<,ifail>)
Description
The m by n matrix A is factorized as
(R)
A=Q(0) when m>n,
A=QR when m=n,
where Q is an m by m orthogonal matrix and R is an n by n upper
triangular matrix. The factorization is obtained by Householder's
method. The kth transformation matrix, Q , which is used to
k
introduce zeros into the kth column of A is given in the form
(I 0 )
Q =(0 T )
k ( k)
where
T
T =I-u u ,
k k k
((zeta) )
( k)
u =( z ),
k ( k )
(zeta) is a scalar and z is an (m-k) element vector. (zeta)
k k k
and z are chosen to annihilate the elements below the triangular
k
part of A.
The vector u is returned in the kth element of the array ZETA
k
and in the kth column of A, such that (zeta) is in ZETA(k) and
k
the elements of z are in A(k+1,k),...,A(m,k). The elements of R
k
are returned in the upper triangular part of A.
Q is given by
T
Q=(Q Q ...Q ) .
n n-1 1
Parameters
f01qcf
Required Input Arguments:
a (:,:) real
Optional Input Arguments: <Default>
ifail integer -1
Output Arguments:
a (:,:) real
zeta (:) real
ifail integer