Re: Using matrix decompositions

[Patrick Alken]

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

On 1/30/21 1:49 AM, Iaroslav Postovalov wrote:
> Hello,
>
> I'm quite confused with using QR decomposition with GSL. The library
> returns data in very unclear data format, and I don't understand how to get
> Q and R matrices from it.
>
> Certain users may have the same problem for other decompositions (since
> literally all of them require some effort to extract the resulting
> matrices), and I think that the GSL documentation has to provide some
> instructions for them.
>
> All the bests,
> Iaroslav