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QR Factorization
In this example we again compute the \(QR\) factorization and use it for solving a system of linear equations. However, in this example we do not setup matrix \(Q\) explicitly.
Example Code
#include <cxxstd/iostream.h>
#include <flens/flens.cxx>
using namespace std;
using namespace flens;
typedef double T;
int
main()
{
GeMatrix<FullStorage<double> > A(4,4);
DenseVector<Array<double> > b(4);
DenseVector<Array<double> > tau;
//DenseVector<Array<double> > work;
A = 2, 3, -1, 0,
-6, -5, 0, 2,
2, -5, 6, -6,
4, 6, 2, -3;
b = 20,
-33,
-43,
49;
cout << "A = " << A << endl;
cout << "b = " << b << endl;
lapack::qrf(A, tau);
//lapack::qrf(A, tau, work);
lapack::ormqr(Left, Trans, A, tau, b);
//lapack::ormqr(Left, Trans, A, tau, b, work);
blas::sv(NoTrans, A.upper(), b);
cout << "x = " << b << endl;
}
#include <flens/flens.cxx>
using namespace std;
using namespace flens;
typedef double T;
int
main()
{
GeMatrix<FullStorage<double> > A(4,4);
DenseVector<Array<double> > b(4);
DenseVector<Array<double> > tau;
//DenseVector<Array<double> > work;
A = 2, 3, -1, 0,
-6, -5, 0, 2,
2, -5, 6, -6,
4, 6, 2, -3;
b = 20,
-33,
-43,
49;
cout << "A = " << A << endl;
cout << "b = " << b << endl;
lapack::qrf(A, tau);
//lapack::qrf(A, tau, work);
lapack::ormqr(Left, Trans, A, tau, b);
//lapack::ormqr(Left, Trans, A, tau, b, work);
blas::sv(NoTrans, A.upper(), b);
cout << "x = " << b << endl;
}
Comments on Example Code
Compute the factorization \(A = QR\). Note that the workspace gets created implicitly and temporarily. So you might not want to do this inside a loop.
lapack::qrf(A, tau);
//lapack::qrf(A, tau, work);
//lapack::qrf(A, tau, work);
Compute \(\tilde{b} = Q^H b\). Vector \(b\) gets overwritten with \(\tilde{b}\).
lapack::ormqr(Left, Trans, A, tau, b);
//lapack::ormqr(Left, Trans, A, tau, b, work);
//lapack::ormqr(Left, Trans, A, tau, b, work);
Solve \(R x = \tilde{b}\). Vector \(b\) gets overwritten with \(x\).
blas::sv(NoTrans, A.upper(), b);
Compile
$shell> cd flens/examples $shell> g++ -std=c++11 -Wall -I../.. -o lapack-ormqr lapack-ormqr.cc
Run
$shell> cd flens/examples $shell> ./lapack-ormqr A = 2 3 -1 0 -6 -5 0 2 2 -5 6 -6 4 6 2 -3 b = 20 -33 -43 49 x = 1 9 9 9