(On this aside -- the Commons Math version uses Householder reflections but operates on a transposed representation for just this reason.)
On Thu, Apr 4, 2013 at 11:11 PM, Ted Dunning <ted.dunn...@gmail.com> wrote: > But then I started trying to build a HH version using vector ops and > realized that the likely reason for the speed is actually just due to the > fact that the matrix is stored in row major form. The operations in my GS > implementation are very much row oriented. The operations in the old HH > implementation were very column oriented. > > It is hard to frame HH in a row major fashion. I might be able to figure > out a Given's rotation method that is row oriented. > > The payoff is that doing HH well (or Givens) should give about another 2x > speedup. > > The downside is that nobody has time to fix stuff that isn't broken.
