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Re: Using matrix decompositions

From: Patrick Alken
Subject: Re: Using matrix decompositions
Date: Sat, 30 Jan 2021 09:59:20 -0700
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:68.0) Gecko/20100101 Thunderbird/68.10.0


  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:


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.


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

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