Hi Gilles,

The class passes all current tests for QRDecomposition. Are you suggesting I
rip out the QRDecomposition from OLSMultipleRegression...etc and then make
sure there are no test failures? Or are you suggestion a new set of tests?

-Greg

On Wed, Oct 5, 2011 at 5:16 AM, Gilles Sadowski <
gil...@harfang.homelinux.org> wrote:

> Hi.
>
> > > A while back I was interested in being able to do pivoting qr
> > > decomposition. I noticed that Chris Nix submitted a patch, but he
> indicated
> > > that he had more work to do (testing and filling in functionality). In
> the
> > > discussion around this, Luc suggested that I look at the QR
> decomposition in
> > > Levenberg-Marquardt. I did just that a few days ago. The code was very
> clear
> > > and nicely written (kudos to Luc). So, I copied the routine and made a
> new
> > > PivotingQRDecomposition class. The class is intended as a "drop in
> > > replacement" for QRDecomposition. I also copied the QRSolverTest and
> > > QRDecompositionTest. With the exception of testUnderdetermined in the
> solver
> > > test and testAEqualQR in QRDecompositionTest, the tests are unchanged
> (and
> > > all pass!). With testUndertermined, the "zeroed" rows of the solution
> matrix
> > > are interspersed throughout the matrix (because of pivoting). So I
> change
> > > the test to count all the rows that have zero norms, and check that it
> is
> > > the correct number. In testAEqualQR, I added a multiplication by the
> > > permutation matrix.
> > >
> > > What is the best way to proceed? I don't want to trounce the additions
> that
> > > Chris made, but it looks like Chris has more sophisticated classes in
> mind.
> > > I don't see this proposed change competing with his. Does it make sense
> to
> > > bring back QRDecomposition interface (sorry Sebastien)? We can then
> keep
> > > both implementations until we are satisfied the pivoting one works.
>
> -1
> Please do the required testing. Only the "current best" implementation
> should remain.
>
>
> Regards,
> Gilles
>
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