Expand description
Givens rotation primitives for numerically stable QR updates.
Shared across all solvers in this crate: used by the inverse QR-RLS for information-matrix updates, and by the WLS active-set solver for incremental QR maintenance.
The implementation uses libm::hypotf for the 2-norm computation,
which avoids overflow and underflow in the intermediate a² + b² term.
Functions§
- givens
- Compute Givens rotation parameters
(c, s)that zero the second element. - givens_
left_ apply - Apply a Givens rotation from the left to two rows of a matrix.
- givens_
right_ apply_ t - Apply a Givens rotation transpose from the right to two columns of a matrix.