Function rgsl::linear_algebra::QR_update

pub fn QR_update(q: &MatrixF64, r: &MatrixF64, w: &VectorF64, v: &VectorF64) -> Value

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