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From "John Mulcahy (JIRA)" <>
Subject [jira] Commented: (MATH-223) QRDecomposition can easily be made to run about twice as fast
Date Fri, 19 Sep 2008 12:58:44 GMT


John Mulcahy commented on MATH-223:

Looks good, thanks. One wrinkle which could still be added is for the calculation of the Q
matrix. When that is explicitly required it is faster to calculate Q transpose and then transpose
the result than to calculate Q directly. As an added benefit, people who want the Q matrix
will often actually need Q transpose rather than Q itself so it is worth storing the transposed
Q matrix and providing a method to obtain that directly.

> 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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