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From "Luc Maisonobe (JIRA)" <>
Subject [jira] Resolved: (MATH-223) QRDecomposition can easily be made to run about twice as fast
Date Sun, 14 Sep 2008 16:59:44 GMT


Luc Maisonobe resolved MATH-223.

    Resolution: Fixed

Fixed in subversion repository (branch MATH_2_0) as of r695251
The patch had to be slightly changed as it failed on non-square matrices.

A quick comparison with Jama shows that now for a QR-decomposition/solve pair,  commons-math
is between 40% and 50% faster than Jama.

Many thanks for the patch.

> QRDecomposition can easily be made to run about twice as fast
> -------------------------------------------------------------
>                 Key: MATH-223
>                 URL:
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 1.2
>         Environment: Any
>            Reporter: John Mulcahy
>            Assignee: Luc Maisonobe
>            Priority: Minor
>             Fix For: 2.0
>         Attachments:
> The QRDecomposition will run much faster (about twice as fast) if the qr and Q matrices
are calculated as their transposes and the transposition is sorted out in the getQ() method.
Using the transposes allows the loops to iterate over rows of the transposed matrices rather
than columns. It might also be useful to cache the Q matrix locally when it is generated in
case there are any subsequent calls to getQ() as this is the most expensive part of the decomposition.

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