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From Phil Steitz <phil.ste...@gmail.com>
Subject Re: [math] Pivoting in QR decomposition
Date Fri, 22 Jul 2011 14:30:15 GMT
On 7/21/11 6:56 PM, Greg Sterijevski wrote:
> If a pivoting QR decomp was to be included, I see it as existing in addition
> to the current nonpivoting version. I don't see this as an addition to the
> current QRDecompositionImpl. We would not be exposing more of the inner
> workings of the QRDecomposition, just a different view?

OK, if needed we can certainly add it.  If and when we do that we
will have to deal with the fact that the current QRDecomposition
interface reflects QRDecompositionImpl.

Phil
>
> -Greg
>
> On Thu, Jul 21, 2011 at 6:39 PM, Ted Dunning <ted.dunning@gmail.com> wrote:
>
>> Also, pivoting is a good thing in a general QR decomposition since it
>> extends the applicability of the code to nearly rank deficient inputs.
>>
>> On Thu, Jul 21, 2011 at 3:17 PM, Greg Sterijevski <gsterijevski@gmail.com
>>> wrote:
>>> Sorry, did not mean to touch off a debate. There are two ways (that I
>> know
>>> of) to project linear restrictions through the data when running a
>>> regression using the QR decomposition. I need to review my notes, but I
>>> distinctly remember needing to get the pivots so that I know which
>> columns
>>> are 'contaminated' by the restriction... Also, in dealing with
>>> restrictions,
>>> I will need the pivots to clean up redundant restrictions. Doing a QR
>>> reduction on an arbitrary coefficient matrix will give me a reduced set
>> of
>>> restrictions and the restrictions which are mapped to the nullity (the
>>> redundancies).
>>>
>>> In any event, let me finish my experimentation and then I can more
>> cleanly
>>> enunciate my needs.
>>>
>>> On Thu, Jul 21, 2011 at 10:33 AM, Phil Steitz <phil.steitz@gmail.com>
>>> wrote:
>>>
>>>> On 7/21/11 8:07 AM, Ted Dunning wrote:
>>>>> This is upside down.
>>>>>
>>>>> Opening the JIRA and putting the patch up is the best way to
>> determine
>>> if
>>>>> this is useful.
>>>>>
>>>>> On Thu, Jul 21, 2011 at 3:17 AM, Chris Nix <chris.nix@gmail.com>
>>> wrote:
>>>>>> I have just written a small patch that does QR Decomposition with
>>> column
>>>>>> pivoting and has a getP() method to get the resulting permutation
>>>> matrix.
>>>>>>  If this is useful, I can open a JIRA issue for discussion.
>>>>>>
>>>> I think its best to understand more clearly what Greg's problem is
>>>> before taking time to prepare a patch.  We have a working QR decomp
>>>> using Householder reflection.  If it is useful to add another one,
>>>> we can talk about that; but I would like to understand more clearly
>>>> what, if any, problems the current implementation (and interface) has.
>>>>
>>>> Phil
>>>>
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>>>>


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