FWIW, Givens streaming qr will be a bit more economical on memory than Householder's since it doesn't need the full buffer to compute R and doesn't need to keep entire original matrix around.
On Thu, Jul 4, 2013 at 11:15 PM, Dmitriy Lyubimov <[email protected]> wrote: > Ted, > > would it make sense to port parts of QR in-core row-wise Givens solver out > of SSVD to work on any Matrix? I know givens method is advertised as stable > but not sure if it is the fastest accepted one. I guess they are all about > the same. > > If yes, i will need also to port the UpperTriangular matrix to adhere to > all the bells and wistles, and also have some sort of RowShift matrix (a > much simpler analogue of Pivoted matrix for row-rolled buffers). would that > make sense? > > thanks. > -D > >
