On Mon, Jul 15, 2013 at 5:16 PM, Dmitriy Lyubimov <[email protected]> wrote:
> On Mon, Jul 15, 2013 at 5:13 PM, Ted Dunning <[email protected]> > wrote: > > > It sounds like you missed the part of the API contract that says that you > > have to fix the bugs before using the code. > > > > :-) > > > > More seriously, with pivot=true, the result can be hard to understand > > because they are permuted. Could that be the problem? > > > > ok, but solveLeft() in this case should still work as expected? or not ? I > don't understand the "permuted" part -- i guess it is some sort of indexing > overlay over L matrix -- but whatever solution is, shouldn't the api be > agnostic of the method used? > Yes. It should. And there should be a test case that proves it. I am surprised that there isn't. The idea behind the pivoting is that you get AP = QR so (AP)'(AP) = R'R = P' A'A P thus A' A = P R' R P' = (R P')' (R P') What you get in place of R is RP' (R with columns rearranged).
