dgeqrf {bigalgebra} | R Documentation |
QR factorization
Description
DGEQRF computes a QR factorization of a real M-by-N matrix A: A = Q * R.
Usage
dgeqrf(
M = NULL,
N = NULL,
A,
LDA = NULL,
TAU = NULL,
WORK = NULL,
LWORK = NULL
)
Arguments
M |
an integer. The number of rows of the matrix A. M >= 0. |
N |
an integer. The number of columns of the matrix A. N >= 0. |
A |
the M-by-N big matrix A. |
LDA |
an integer. The leading dimension of the array A. LDA >= max(1,M). |
TAU |
a min(M,N) matrix. The scalar factors of the elementary reflectors. |
WORK |
a (MAX(1,LWORK)) matrix. On exit, if INFO = 0, WORK(1) returns the optimal LWORK. |
LWORK |
an integer. The dimension of th array WORK. |
Value
M-by-N big matrix A. The elements on and above the diagonal of the array contain the min(M,N)-by-N upper trapezoidal matrix R (R is upper triangular if m >= n); the elements below the diagonal, with the array TAU, represent the orthogonal matrix Q as a product of min(m,n) elementary reflectors.
Examples
## Not run:
#' hilbert <- function(n) { i <- 1:n; 1 / outer(i - 1, i, "+") }
h9 <- hilbert(9); h9
qr(h9)$rank #--> only 7
qrh9 <- qr(h9, tol = 1e-10)
qrh9$rank
C <- as.big.matrix(h9)
dgeqrf(A=C)
# The big.matrix file backings will be deleted when garbage collected.
rm(C)
gc()
## End(Not run)