External module "ql/math/matrixutilities/qrdecomposition"

This implementation is based on MINPACK (http://www.netlib.org/minpack, http://www.netlib.org/cephes/linalg.tgz)

This subroutine uses householder transformations with column pivoting (optional) to compute a qr factorization of the m by n matrix A. That is, qrfac determines an orthogonal matrix q, a permutation matrix p, and an upper trapezoidal matrix r with diagonal elements of nonincreasing magnitude, such that Ap = qr.

Return value ipvt is an integer array of length n, which defines the permutation matrix p such that Ap = qr. Column j of p is column ipvt(j) of the identity matrix.

See lmdiff.cpp for further details.

This implementation is based on MINPACK (http://www.netlib.org/minpack, http://www.netlib.org/cephes/linalg.tgz)

Given an m by n matrix A, an n by n diagonal matrix d, and an m-vector b, the problem is to determine an x which solves the system

Ax = b , dx = 0 ,

in the least squares sense.

d is an input array of length n which must contain the diagonal elements of the matrix d.

See lmdiff.cpp for further details.