F08AE_A1W_F C++ Header Example Program Results

 R from Q factorization of A
            1          2          3          4
 1      3.6177    -0.5566     0.8474     0.7460
 2                -2.0281     0.5514     1.1700
 3                            1.3745    -1.4105
 4                                      -2.3755

Derivatives of diagonal of R w.r.t. first col of A
 dR_ii/dA_j1
         1       2       3       4       5       6
 1  -0.1576 -0.5335  0.6358 -0.5335  0.0415 -0.0055
 2   0.1038 -0.0594 -0.0451 -0.0260 -0.0245 -0.0779
 3   0.0880 -0.0497 -0.0032  0.0161 -0.0284  0.1604
 4  -0.1413 -0.1228 -0.0608  0.0740 -0.2342 -0.0106