QR_decomp.h File Reference

QR decomposition helpers used by the experimental SVD and polar decomposition code. More...

#include <math.h>
#include <stdio.h>

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Functions
void	QR_dec (double *A, double *Q, double *R, int rows, int cols)
	Decompose a dense matrix into an orthonormal basis and an upper-triangular factor.

Detailed Description

QR decomposition helpers used by the experimental SVD and polar decomposition code.

The implementation uses a classical Gram-Schmidt orthonormalization on the column vectors of the input matrix. This file is currently header-only because the prototype code was imported as a self-contained module.

Function Documentation

QR_dec()

void QR_dec ( double *  A, double *  Q, double *  R, int  rows, int  cols  )

inline

Decompose a dense matrix into an orthonormal basis and an upper-triangular factor.

The input matrix is interpreted as a row-major rows x cols array. The implementation copies one column at a time into Q, removes the projection on the previously orthonormalized columns, then stores the corresponding coefficients into R.

Parameters

[in]	A	Input matrix stored row-major.
[out]	Q	Output orthonormal basis, stored row-major with the same shape as A.
[out]	R	Output upper-triangular matrix, stored row-major as a cols x cols matrix.
[in]	rows	Number of rows in A and Q.
[in]	cols	Number of columns in A, Q and R.

References A, i, k, r, R, and S.