f01rcf
f01rcf
© Numerical Algorithms Group, 2002.
Purpose
F01RCF QR factorization of complex m by n matrix (m >= n)
Synopsis
[a,theta,ifail] = f01rcf(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 unitary matrix and R is an n by n upper
triangular matrix with real diagonal elements.
The factorization is obtained by Householder's method. The kth
transformation matrix, Q , which is used to introduce zeros into
k
the kth column of A is given in the form
(I 0 )
Q =(0 T ),
k ( k)
where
H
T =I-(gamma) u u ,
k k k k
((zeta) )
( k)
u =(z ),
k ( k )
(gamma) is a scalar for which Re (gamma) =1.0, (zeta) is a real
k k k
scalar and z is an (m-k) element vector. (gamma) , (zeta) and
k k k
z are chosen to annihilate the elements below the triangular
k
part of A and to make the diagonal elements real.
The scalar (gamma) and the vector u are returned in the kth
k k
element of the array THETA and in the kth column of A, such that
(theta) , given by
k
(theta) =((zeta) ,Im(gamma) ),
k k k
is in THETA(k) and the elements of z are in a ,...,a . The
k k+1,k m,k
elements of R are returned in the upper triangular part of A.
Q is given by
H
Q=(Q Q ...Q ) .
n n-1 1
Parameters
f01rcf
Required Input Arguments:
a (:,:) complex
Optional Input Arguments: <Default>
ifail integer -1
Output Arguments:
a (:,:) complex
theta (:) complex
ifail integer