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From Greg Sterijevski <gsterijev...@gmail.com>
Subject [MATH] Re: Pivoting QR Decomposition: Take Two!
Date Wed, 05 Oct 2011 04:05:30 GMT
My apologies! Forgot to tag the subject line.

On Tue, Oct 4, 2011 at 8:35 PM, Greg Sterijevski <gsterijevski@gmail.com>wrote:

> Hello all,
>
> A while back I was interested in being able to do pivoting qr
> decomposition. I noticed that Chris Nix submitted a patch, but he indicated
> that he had more work to do (testing and filling in functionality). In the
> discussion around this, Luc suggested that I look at the QR decomposition in
> Levenberg-Marquardt. I did just that a few days ago. The code was very clear
> and nicely written (kudos to Luc). So, I copied the routine and made a new
> PivotingQRDecomposition class. The class is intended as a "drop in
> replacement" for QRDecomposition. I also copied the QRSolverTest and
> QRDecompositionTest. With the exception of testUnderdetermined in the solver
> test and testAEqualQR in QRDecompositionTest, the tests are unchanged (and
> all pass!). With testUndertermined, the "zeroed" rows of the solution matrix
> are interspersed throughout the matrix (because of pivoting). So I change
> the test to count all the rows that have zero norms, and check that it is
> the correct number. In testAEqualQR, I added a multiplication by the
> permutation matrix.
>
> What is the best way to proceed? I don't want to trounce the additions that
> Chris made, but it looks like Chris has more sophisticated classes in mind.
> I don't see this proposed change competing with his. Does it make sense to
> bring back QRDecomposition interface (sorry Sebastien)? We can then keep
> both implementations until we are satisfied the pivoting one works.
>
> Thoughts?
>
> -Greg
>

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