m_qr_factorisation Module Reference

Module for Householder QR factorisation and solving (small, dense) linear systems. More...

Data Types
interface	orthogonalize
	Compute orthogonal matrix Q from QR factorization. More...
interface	qr_solve
	Out-of-place QR factorisation and solving linear systems. More...
interface	qr_solve_inplace
	In-place QR factorisation and solving linear systems. More...

Detailed Description

Module for Householder QR factorisation and solving (small, dense) linear systems.

A factorisation of the form A(:, p) = Q * R, Q' * Q = I, is computed, where R is upper triangular, Q is orthogonal and p is a permutation of the columns of A.