[Numpy-discussion] Efficient orthogonalisation with scipy/numpy
Robert Kern
robert.kern@gmail....
Tue Jan 19 15:43:25 CST 2010
On Tue, Jan 19, 2010 at 15:29, Charles R Harris
<charlesr.harris@gmail.com> wrote:
> Column stack the bunch so that the last column is y, then do a qr
> decomposition. The last column of q is the (normalized) orthogonal vector
> and its amplitude is the last (bottom right) component of r.
Is the order actually guaranteed? In a quick test, it seems to work.
In any case, I suspect that needing to do both x and y will make doing
the QR once and some two pairs of dot products a better proposition
than two QR decompositons.
--
Robert Kern
"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
-- Umberto Eco
More information about the NumPy-Discussion
mailing list