This section describes Intel® Integrated Performance Primitives
(Intel® IPP) functions for small matrices that compute the matrix
QR decomposition and solve the least squares (LS) problem to an
overdetermined system of linear equations. A typical least-squares
problem is as follows: given a matrix A and
a vector b, find the vector x that
minimizes the L2-norm
The number of rows in matrix A is equal to height and the number of columns is equal to width, rank (A) = width.
| Function Base Name | Operation |
|---|---|
| QRDecomp | Computes the QR decomposition for the given matrix. |
| QRBackSubst | Solves least squares problem for QR-decomposed matrix. |