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[Help-gsl] Re: QR Decomposition for a matrix with complex values

From: Jonny Taylor
Subject: [Help-gsl] Re: QR Decomposition for a matrix with complex values
Date: Thu, 24 Jan 2008 14:33:44 +0000

In 2005, Brian Gough wrote:
It is possible to do Complex QR decomposition, the algorithm is the
same as for real QR.  See Golub and Van Loan "Matrix Computations" for
details.  As far as I know, nobody is working on adding it to GSL
Apologies for resurrecting a very old message! I was looking at complex QR decomposition the other day, and wondered if you could elaborate on this a bit.

I have a copy of Golub & van Loan (2nd edition) here, and as far as I can see it only talks about real QR decomposition. Did you have a part in mind where it talks specifically about complex decomposition? I ask because I tried to convert the GSL real QR decomp code by basically converting every line to its complex equivalent, and didn't get the correct results.

I don't know if I made a mistake in the "translation", or whether there is some extra catch to doing the complex decomposition. For the moment I've avoided the issue by doing the trivial conversion of my complex matrix to a real matrix that's twice as large. I'd be interested to work out why the "proper" way didn't work, though.

Thanks for any suggestions

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