[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


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