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From Greg Sterijevski <gsterijev...@gmail.com>
Subject Re: [math] Pivoting in QR decomposition
Date Thu, 21 Jul 2011 22:17:20 GMT
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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