> Beyond what is available in the API (Q and R), what exactly does the
> QR Decomp "know" that makes solving easier?
foreword :
what is stated below is oriented only for least squares problems, it is
not a general discussion about decomposition algorithms.
When using QR decomposition in lea
> Beyond what is available in the API (Q and R), what exactly does the
> QR Decomp "know" that makes solving easier?
It has Q stored as a list of Householder vectors. Multiplying a matrix
with Q or Q' that is stored in this format is not much more expensive
than a normal matrix multiplication, b
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
On 5/20/06, Joni Salonen <[EMAIL PROTECTED]> wrote:
> > 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 th
> 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
On 5/8/06, Joni Salonen <[EMAIL PROTECTED]> wrote:
Sorry about the late reply; I was practically all of April on holidays
and now I find myself occupied by final exams.
No worries. We are all busy - glad you are still interested in working on this.
> +1 - see below. The only real question h
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
On 4/1/06, Joni Salonen <[EMAIL PROTECTED]> wrote:
> 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)
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
On 3/29/06, Joni Salonen <[EMAIL PROTECTED]> wrote:
> Hello! I read from the commons math web page that Q-R -decomposition
> of matrices is on the wish list. Last night and this afternoon I had
> some free time so I created a clean-room implementation of this
> decomposition using Householder refl
Hello! I read from the commons math web page that Q-R -decomposition
of matrices is on the wish list. Last night and this afternoon I had
some free time so I created a clean-room implementation of this
decomposition using Householder reflectors. The main source of
information was the description o
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