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Topic: LAPack and QR decomposition
Replies: 1   Last Post: Mar 6, 1998 8:55 AM

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Peter Spellucci

Posts: 630
Registered: 12/7/04
Re: LAPack and QR decomposition
Posted: Mar 6, 1998 8:55 AM
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In article <34FFE7CD.167E@albourne.com>, Adriaan Joubert <adriaan@lpac.ac.uk> writes:
|> Hi,
|>
|> I'm using LAPack (-ldxml on DEC Alphas) to do QR decompositions in an
|> implementation of Broyden's method. I found the routines to do the QR
|> decomposition, solve the linear system etc.
|>
|> A requirement is to update the QR decomposition of a matrix B in every
|> step, to obtain
|>
|> Q'R' = B + s*t (* outer-product)
|>

take algorithm 686 from netlib/toms (http://www.netlib.org) . the routine
drnk1 does exactly what you want
hope this helps
peter





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