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From Ted Dunning <ted.dunn...@gmail.com>
Subject Re: [math] Pivoting in QR decomposition
Date Thu, 21 Jul 2011 23:39:06 GMT
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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