Adelsbach/VSIPL
Core Programming Reference Guide
DD-00016-015
Core

6.5.5 vsip_dqrsol_p - Solve Linear Systems Using QR Decomposition

typedef enum _vsip_qrd_prob { 
  VSIP_COV = 0, /* Solve a covariance linear system problem */ 
  VSIP_LLS = 1  /* Solve a linear least squares problem */ 
} vsip_qrd_prob; 
 
int vsip_qrsol_f(const vsip_qr_f *qrd, vsip_qrd_prob prob, const vsip_mview_f *xb); 
int vsip_cqrsol_f(const vsip_cqr_f *qrd, vsip_qrd_prob prob, const vsip_cmview_f *xb);
Description

This function solves linear systems of equations using a previously computed QR decomposition for a matrix A with m ×n with rank n. It can solve a covariance linear system problem

ATAX  = B

for real or

AHAX  = B

for complex. Or a linear least squares problem,

min ∥AX -B ∥2
Parameters
Return Value
Notes