[math] Q-R -decomposition

2006-03-29 Thread Joni Salonen
singular and non-square cases be implemented, too? Kind regards, Joni Salonen - To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]

Re: [math] Q-R -decomposition

2006-03-31 Thread Joni Salonen
On 3/30/06, Phil Steitz <[EMAIL PROTECTED]> wrote: > Great! The first thing to do is to open a Bugzilla ticket and attach > the code to it, with that apache license in the class file headers > (look at any apache java class for an example). Ideally, you should > also develop and include a test c

Re: [math] Q-R -decomposition

2006-05-08 Thread Joni Salonen
Sorry about the late reply; I was practically all of April on holidays and now I find myself occupied by final exams. +1 - see below. The only real question here is do we need a subpackage for matrix decompositions. Since I think it is unlikely that we will have more than a handful of these, I

Re: [math] Q-R -decomposition

2006-05-20 Thread Joni Salonen
> The algorithm used there produces the matrix R and an array of > Householder vectors. When the getQ() is called, the Householder > vectors are made into matrices that are multiplied together to yield > the Q matrix. This seems to be the best way to go about things. > That seems fine to me, in te

Re: [math] Q-R -decomposition

2006-05-21 Thread Joni Salonen
I am reviewing the implementation code and the Householder reflections algorithm to figure out why this is the case. The definitions that I have seen (including the ones that you reference in the javadoc) use the second approach (R is square). Generally, m is assumed to be greater than or equal

[patch] [math] changes to QR decomposition

2006-07-20 Thread Joni Salonen
Hi all, I've made some changes to the QR-decomposition code, namely: - rewritten some comments for clarity - extract the Householder transformation routine to a private method - change the decomposition to "economy sized" in which Q is not always square which saves memory in the m >= n case and s