NOTES.md

Notes

lm_fit() internals.

The LAPACK routine dgels was deeply modified (into rdgels) to use a slightly modified modified dgeqp3 (rdgeqp3) for performing a rank-revealing QR with column-pivoting (or optionally dgeqrf without pivoting, but only for full rank problems). rdgeqp3 calls rdlaqp2, a highly modified dlaqp2, to perform the actual QR+rank detection.

Overwhelmingly, the computation for rdgels is in the application of the elementary reflector via the call to dlarf in rdlaqp2.



wrathematics/linmod documentation built on May 4, 2019, 10:52 a.m.