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From Greg Sterijevski <gsterijev...@gmail.com>
Subject Re: [math] Pivoting in QR decomposition
Date Fri, 22 Jul 2011 01:56:20 GMT
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?

-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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