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From "John Mulcahy (JIRA)" <j...@apache.org>
Subject [jira] Created: (MATH-223) QRDecomposition can easily be made to run about twice as fast
Date Tue, 02 Sep 2008 19:01:46 GMT
QRDecomposition can easily be made to run about twice as fast
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                 Key: MATH-223
                 URL: https://issues.apache.org/jira/browse/MATH-223
             Project: Commons Math
          Issue Type: Improvement
    Affects Versions: 1.2
         Environment: Any
            Reporter: John Mulcahy
            Priority: Minor


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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