At Tue, 29 Jan 2008 11:46:17 +0000,
Jonny Taylor wrote:
> With that taken into account, I've got it working. Source file is
> attached in case it is of use to anybody. I have not included
> equivalents of some of the functions in qr.c because I did not test
> them since I don't need them. I have no idea whether it's more
> "correct" to store tau or its conjugate in the tau vector; I have
> chosen to store the conjugate.
It's best to follow LAPACK (routine CGEQRF) which stores tau.
The matrix Q is represented as a product of elementary reflectors
Q = H(1) H(2) . . . H(k), where k = min(m,n).
Each H(i) has the form
H(i) = I - tau * v * v'
where tau is a complex scalar, and v is a complex vector with v(1:i-1)
= 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), and tau in
TAU(i).
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