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From "John Mulcahy (JIRA)" <j...@apache.org>
Subject [jira] Updated: (MATH-223) QRDecomposition can easily be made to run about twice as fast
Date Tue, 02 Sep 2008 19:05:44 GMT

     [ https://issues.apache.org/jira/browse/MATH-223?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

John Mulcahy updated MATH-223:
------------------------------

    Attachment: QRDecompositionImpl.java

The attached file uses transposed qr and Q matrices. I haven't tested this (sorry!) as my
own code doesn't use the Commons matrix classes, but exactly the same code using double[][]
runs in just under half the time of the original when decomposing a 500x500 matrix.

> QRDecomposition can easily be made to run about twice as fast
> -------------------------------------------------------------
>
>                 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
>         Attachments: QRDecompositionImpl.java
>
>
> 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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