I have been testing the in-core version of this without the blocking and the results have been very impressive.
On Tue, Apr 13, 2010 at 10:14 AM, Dmitriy Lyubimov <dlie...@gmail.com>wrote: > I see . to minimize loss of orthogonality. Brilliant. > > On Tue, Apr 13, 2010 at 9:41 AM, Ted Dunning <ted.dunn...@gmail.com> > wrote: > > > What you are suggesting is close to what I am doing. > > > > There are two differences, > > > > 1) the number of rows does depend on k+p, but not directly. The number > of > > rows should be as large as practical to make the operations more > efficient. > > > > 2) Oops. You are right. The columns will need to be renormalized by the > n > > (the number of blocks) > > > > On Tue, Apr 13, 2010 at 8:42 AM, Dmitriy Lyubimov <dlie...@gmail.com> > > wrote: > > > > > Why can't we say s=(k+p) and accumulate (k+p) x (k+p) A*Omega rows at > one > > > time in the mapper and make sure we orthogonalize (k+p) rows of Q in > one > > > block (by running a stock QR)? That way orthogonalization of the final > Q > > > will be quaranteed (although columns of Q would be scaled at approx > > > [m/(k+p)] )? > > > > > > -Dmitriy > > > > > > On Mon, Apr 12, 2010 at 9:32 AM, Ted Dunning <ted.dunn...@gmail.com> > > > wrote: > > > > > > > I will be attaching Dmitry's pdf. > > > > > > > > The basic difference is that I have gone back to a form closer to the > > > > original paper to avoid computing an ill-conditioned SVD. > > > > > > > > Dmitriy also said: > > > > > > > > I guess at this point i don't understand the details of block QR. I > > guess > > > > > i'll need to read up on block QR. I guess you could indeed go into > a > > > > little > > > > > more into details of that qr() call and perhaps give geometry of > > > > individual > > > > > Yi, Qi and Ri matrices in step 1 ( i assume they should have s x > > (k+p), > > > s > > > > x > > > > > ?, ? x (k+p) where s is the block height .) > > > > > > > > > > > > > There isn't anything magic about the block QR and I doubt you will > find > > > any > > > > information on the variant that I am using. The basic idea is just > > that > > > I > > > > am doing QR decompositions on row-wise blocks of A Omega. > > > > > > > > On Sun, Apr 11, 2010 at 10:54 PM, Ted Dunning <ted.dunn...@gmail.com > > > > > > wrote: > > > > > > > > > > > > > > Can you attach that to the JIRA? Attachments are stripped from the > > > > mailing > > > > > list, I think. > > > > > > > > > > On Sun, Apr 11, 2010 at 9:55 PM, Dmitriy Lyubimov < > dlie...@gmail.com > > > > >wrote: > > > > > > > > > >> For reference, i am attaching summary of our previous discussion > > > which > > > > i > > > > >> took liberty of slightly reworking. > > > > > > > > > > > > > > > > > > > > > > > > >
