commons-dev mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Chris Nix <chris....@gmail.com>
Subject Re: [math] Pivoting in QR decomposition
Date Thu, 21 Jul 2011 10:17:35 GMT
Looking at the current implementation, there is no column pivoting and so
the pivot matrix is the identity.

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.

Chris

On 21 July 2011 06:40, Phil Steitz <phil.steitz@gmail.com> wrote:

> On 7/20/11 9:27 PM, Greg Sterijevski wrote:
> > Hello,
> >
> > In attempting to build constrained ols into the
> OLSMultipleLinearRegression
> > class, I rediscovered the fact that to keep the regression coefficients
> in
> > their canonical order, I need to know how the QR decomposition pivoted.
> In
> > other words, while I get the correct constrained parameters, their order
> is
> > changed. Is there any way to get this info out (pivot order)?
>
> Can you explain a little more exactly what you are trying to do?
> How exactly is the parameter vector getting permuted?  The QRDecomp
> solver certainly should not do that.  See the QRDecomp sources for
> what is exposed in the public API.  We can talk about adding more,
> but we should be careful about exposing more implementation details.
> You can now get the Householder reflection vectors and obviously the
> decomp itself.  As you can see from the sources, the current OLS
> impl just uses the solver.
>
> Phil
> >
> > Thanks,
> >
> > -Greg
> >
>
>
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
> For additional commands, e-mail: dev-help@commons.apache.org
>
>

Mime
  • Unnamed multipart/alternative (inline, None, 0 bytes)
View raw message