The
by
(
) real upper trapezoidal matrix
given by
where
is an
by
upper triangular matrix and
is an
by
matrix, is factorized as
where
is also an
by
upper triangular matrix and
is an
by
orthogonal 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
http://www.netlib.org/lapack/lug
The computed factorization is the exact factorization of a nearby matrix
, where
and
is the
machine precision.
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 complex analogue of this function is
nag_ztzrzf (f08bvc).
This example solves the linear least squares problems
for the minimum norm solutions
and
, where
is the
th column of the matrix
,