NAG C Library

f01 – Matrix Factorizations

f01 Chapter Introduction

Routine
Name
Mark of
Introduction

Purpose
f01bnc 1 nag_complex_cholesky
UUH factorization of complex Hermitian positive-definite matrix
f01mcc 1 nag_real_cholesky_skyline
LDLT factorization of real symmetric positive-definite variable-bandwidth (skyline) matrix
f01qcc 1 nag_real_qr
QR factorization of real m by n matrix (m ≥ n)
f01qdc 1 nag_real_apply_q
Compute QB or QT B after factorization by f01qcc
f01qec 1 nag_real_form_q
Form columns of Q after factorization by f01qcc
f01rcc 1 nag_complex_qr
QR factorization of complex m by n matrix (m≥ n)
f01rdc 1 nag_complex_apply_q
Compute QB or QH B after factorization by f01rcc
f01rec 1 nag_complex_form_q
Form columns of Q after factorization by f01rcc

NAG C Library
© The Numerical Algorithms Group Ltd, Oxford UK. 2002