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MQL5 リファレンス行列とベクトルのメソッドOpenBLASMatrix BalanceReflectHessenbergBalancedToQ 

ReflectHessenbergBalancedToQ

Generates orthogonal matrix Q  which is defined as the product of ihi-ilo elementary reflectors of order n, as returned by ReduceToHessenbergBalanced:

Q = H(ilo) H(ilo+1) . . . H(ihi-1).

LAPACK function ORGHR.

As input is used transformed matrix reflect_q with the same sizes n-by-n as in original matrix A.

Computing for type matrix<double>

bool  matrix::ReflectHessenbergBalancedToQ(
  long           ilo,          // subscript of balanced matrix
  long           ihi,          // superscript of balanced matrix
  vector&       tau_q,        // scalar factors of the elementary reflectors Q
  matrix&       Q           // matrix Q
  );

Computing for type matrix<float>

bool  matrix::ReflectHessenbergBalancedToQ(
  long           ilo,          // subscript of balanced matrix
  long           ihi,          // superscript of balanced matrix
  vectorf&     tau_q,        // scalar factors of the elementary reflectors Q
  matrixf&     Q           // matrix Q
  );

Computing for type matrix<complex>

bool  matrix::ReflectHessenbergBalancedToQ(
  long           ilo,          // subscript of balanced matrix
  long           ihi,          // superscript of balanced matrix
  vectorc&     tau_q,        // scalar factors of the elementary reflectors Q
  matrixc&     Q           // matrix Q
  );

Computing for type matrix<complexf>

bool  matrix::ReflectHessenbergBalancedToQ(
  long           ilo,          // subscript of balanced matrix
  long           ihi,          // superscript of balanced matrix
  vectorcf&     tau_q,        // scalar factors of the elementary reflectors Q
  matrixcf&     Q           // matrix Q
  );

Parameters

ilo

[in]  Subscript of the balanced matrix. As returned by MatrixBalance.

ihi

[in]  Superscript of the balanced matrix. As returned by MatrixBalance.

tau_q

[in] Vector of the scalar factors of the elementary reflectors which represent the orthogonal matrix Q.

Q

[out]  Orthogonal matrix Q.

 

Return Value

Return true if successful, otherwise false in case of an error.