Ada implementation of QR decomposition

Ada implementation of QR decomposition

[Jan Galkowski]

I'm  lookin' for a time-saver here:  Does anyone have an Ada
implementation (preferably generic, but I doubt I'm going to get
that latitude of choice) for the QR decomposition of a real
matrix?

-- 
 Jan Theodore Galkowski, 
 developer, statistician,

  speaking only for myself,
  
  jan@digicomp.com 
  jtgalkowski@worldnet.att.net

  Member, 

    the American Statistical Association,
    the Union of Concerned Scientists.

Re: Ada implementation of QR decomposition

[Mats Weber]

I don't know what a QR decomposition is, but I have a generic component that
does this:

    -- Decomposes A in a product of two matrices L and U such that L*U = A,
    -- where L is a lower triangular matrix with all diagonal
    -- coefficients equal to ONE and U is an upper triangular matrix.
    -- (L and U are stored in A with zero coefficients omitted)
    -- P is the permutation of the rows of A necessary to achieve the
    -- decomposition in the case of zero pivots, P_ODD is set to TRUE if P
    -- is an odd permutation and PERMUTED is set to FALSE if P is the
    -- identity permutation.

It is not 100% suitable for numerical work (I used it for operations in finite
fields) because it doesn't choose the pivot very effectively (it just makes
sure it is non-zero), but that should be easy to change. Just tell me if it
suits your needs and I'll post it.

Re: Ada implementation of QR decomposition

[Gautier]

> I'm  lookin' for a time-saver here:  Does anyone have an Ada
> implementation (preferably generic, but I doubt I'm going to get
> that latitude of choice) for the QR decomposition of a real
> matrix?

According to the system you're using, you can interface with the
optimised xGEQRF Lapack routine in Fortran.

-- 
Gautier

--------
Homepage: http://www.unine.ch/math/Personnel/Assistants/Gautier/Montmollin.html
Software: http://www.unine.ch/math/Personnel/Assistants/Gautier/Gaut_FTP.htm

Re: Ada implementation of QR decomposition

[Ken Thomas]

Gautier wrote:
> 
> > I'm  lookin' for a time-saver here:  Does anyone have an Ada
> > implementation (preferably generic, but I doubt I'm going to get
> > that latitude of choice) for the QR decomposition of a real
> > matrix?
> 
> According to the system you're using, you can interface with the
> optimised xGEQRF Lapack routine in Fortran.
> 
> --
> Gautier
> 
> --------
> Homepage: http://www.unine.ch/math/Personnel/Assistants/Gautier/Montmollin.html
> Software: http://www.unine.ch/math/Personnel/Assistants/Gautier/Gaut_FTP.htm


I have an implementation of the QR algorithm in Ada. It is (my own)
child package of generic_real_arrays from Drexel 
http://dflwww.ece.drexel.edu/research/ada

I can supply the source.
-- 
Dr K.S. Thomas
Department of Electronics and Computer Science
University of Southampton
Highfield
Southampton SO17 1BJ
United Kingdom

Telephone : (+44) 01703 593029
Fax :       (+44) 01703 593903

email: kst@ecs.soton.ac.uk