This algorithm should be in a book on Numerical Linear Algebra.

If you have access to a math library I usually recommend these two books
http://www.amazon.com/Numerical-Linear-Algebra-Lloyd-Trefethen/dp/0898713617
http://www.amazon.com/Applied-Numerical-Linear-Algebra-Demmel/dp/0898713897

On Fri, Sep 2, 2011 at 11:25 AM, Bryan <[email protected]> wrote:

> Hi all,
>
> from the documentation on QRsolve:
>
> This method is slower (approximately by a factor of 2) but more stable
> for floating-point arithmetic than the LUsolve method. However,
> LUsolve usually uses an exact arithmetic, so you don’t need to use
> QRsolve.
>
>
> I would be interested in using the LUsolve with floating-point
> arithmetic (which I guess is faster)
> but I am unable to find documentation on how to do it.
>
> Anyone has any ideas?
>
> Best regards
>
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