Function rgsl::linear_algebra::QRPT_update

pub fn QRPT_update(
    q: &MatrixF64,
    r: &MatrixF64,
    p: &Permutation,
    w: &mut VectorF64,
    v: &VectorF64
) -> Value

This function performs a rank-1 update w v^T of the QRP^T decomposition (Q, R, p). The update is given by Q’R’ = Q (R + w v^T P) where the output matrices Q’ and R’ are also orthogonal and right triangular. Note that w is destroyed by the update. The permutation p is not changed.