[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: [Help-gsl] Complex QR decomposition
From: |
Jordi Gutiérrez Hermoso |
Subject: |
Re: [Help-gsl] Complex QR decomposition |
Date: |
Sun, 28 Oct 2007 14:15:09 -0600 |
On 28/10/2007, Brian Gough <address@hidden> wrote:
> At Fri, 26 Oct 2007 14:24:02 -0500,
> =?ISO-8859-1?Q?Jordi_Guti=E9rrez_Hermoso?= wrote:
> >
> > Does the GSL have a complex QR decomposition? I can't seem to find it.
> >
>
> No, only complex LU and Cholesky at the moment.
That "at the moment" is heartening. :-)
Is it, mutatis mutandis, the same algorithm for complex QR? Just a
matter of copying existing code and making the obvious modifications?
Golub & Van Loan's section 5.2.10 seems to suggest it is. I see that
the existing GSL code uses the Householder method plus some givens
transformations from G&VL.
I'll see about writing the necessary code.
Thanks,
- Jordi G. H.