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Re: Using matrix decompositions


From: Iaroslav Postovalov
Subject: Re: Using matrix decompositions
Date: Sun, 31 Jan 2021 00:34:50 +0700

Thank you. My use case is to provide convenient bindings to GSL, and the
allocations made for unpacking don't matter for me.

On Sat, 30 Jan 2021 09:59:20 -0700 <patrick.alken@Colorado.EDU> wrote:

> Hello,
>
>   There are 2 interfaces for the QR decomposition, the original
> interface which uses Level-2 BLAS, and a recently added interface using
> Level-3 BLAS (_r suffix to function names). In both cases, there is an
> "unpack" function to extract the Q matrix:
>
> gsl_linalg_QR_unpack
> gsl_linalg_QR_unpack_r
>
> The R matrix is always stored in the upper triangle of the input matrix
> (A) by the QR_decomp routines.
>
> In most applications, you never need to actually construct the full Q
> matrix itself. If you describe more about what you want to do, or post
> your source code, we can probably help more.
>
> Thanks,
> Patrick
>
>


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