The
(
) complex upper trapezoidal matrix
given by
where
is an
upper triangular matrix and
is an
matrix, is factorized as
where
is also an
upper triangular matrix and
is an
unitary matrix.
Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999)
LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia
https://www.netlib.org/lapack/lug
The computed factorization is the exact factorization of a nearby matrix
, where
and
is the
machine precision.
Background information to multithreading can be found in the
Multithreading documentation.
Please consult the
X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
The real analogue of this function is
f08bhc.
This example solves the linear least squares problems
for the minimum norm solutions
and
, where
is the
th column of the matrix
,
and