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Functions | |
| double | householder_transform (double *vector, int N, double *help) |
| int | householder_hm (double tau, double *vector, double **matrix, int rowNr, int columnNr) |
| int | householder_hv (double tau, int size, double *v, double *w) |
| double | householder_norm (double *v, int size) |
| int householder_hm | ( | double | tau, |
| double * | vector, | ||
| double ** | matrix, | ||
| int | rowNr, | ||
| int | columnNr | ||
| ) |
applies a householder transformation defined by vector "vector" and scalar tau to the left-hand side of the matrix. (I - tau vector vector^T)*matrix The result of the transform is stored in matrix.
| tau | Coefficient defining householder transform |
| vector | Vector defining householder transform |
| matrix | the matrix that is to be transformed |
| rowNr | Nr of rows in matrix |
| columnNr | Nr of columns in matrix |
Definition at line 97 of file hholder.c.
Referenced by qr_decomp().
| int householder_hv | ( | double | tau, |
| int | size, | ||
| double * | v, | ||
| double * | w | ||
| ) |
applies a householder transformation defined by vector v and coeffiecient tau to vector w w = (I - tau v v^T) w
Definition at line 155 of file hholder.c.
Referenced by qr_QTvec(), and qr_Qvec().
| double householder_norm | ( | double * | v, |
| int | size | ||
| ) |
Returns the euclidean norm of a vector
Definition at line 193 of file hholder.c.
Referenced by householder_transform().
| double householder_transform | ( | double * | vector, |
| int | N, | ||
| double * | help | ||
| ) |
This function prepares a Householder transformation P = I - tau h h^T which can be used to zero all the elements of the input vector except the first one that will get value beta. On output the elements 1 - size-1 of the vector h are stored in locations vector[1] - vector[size-1] of the input vector and value of beta is stored in location vector[0].
| vector | The N-vector to be transformed |
| N | size of the vector |
| help | N-array of working space |
Definition at line 36 of file hholder.c.
References householder_norm().
Referenced by qr_decomp().
1.8.0