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Re: [Help-gsl] Complex QR decomposition


From: Jordi Gutiérrez Hermoso
Subject: Re: [Help-gsl] Complex QR decomposition
Date: Sun, 28 Oct 2007 14:15:09 -0600

On 28/10/2007, Brian Gough <address@hidden> wrote:
> At Fri, 26 Oct 2007 14:24:02 -0500,
> =?ISO-8859-1?Q?Jordi_Guti=E9rrez_Hermoso?= wrote:
> >
> > Does the GSL have a complex QR decomposition? I can't seem to find it.
> >
>
> No, only complex LU and Cholesky at the moment.

That "at the moment" is heartening. :-)

Is it, mutatis mutandis, the same algorithm for complex QR? Just a
matter of copying existing code and making the obvious modifications?
Golub & Van Loan's section 5.2.10 seems to suggest it is. I see that
the existing GSL code uses the Householder method plus some givens
transformations from G&VL.

I'll see about writing the necessary code.

Thanks,
- Jordi G. H.




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