[SciPy-dev] Why does orth use svd instead of QR ?
Charles R Harris
charlesr.harris@gmail....
Fri Feb 5 02:54:23 CST 2010
On Fri, Feb 5, 2010 at 1:33 AM, David Cournapeau <david@silveregg.co.jp>wrote:
> Gael Varoquaux wrote:
> > On Fri, Feb 05, 2010 at 04:18:02PM +0900, David Cournapeau wrote:
> >> So would be it ok to use this column-rotated QR in place of svd for
> >> every case in orth ? I would have to check that QR with column rotation
> >> is still significantly faster than svd, but I would surprised if if were
> >> not the case. QR has also the advantage of being implemented in PLASMA
> >> already contrary to eigen/svd solvers,
> >
> > Out of curiosity, what's PLASMA, in this context?
>
> http://icl.cs.utk.edu/projectsfiles/plasma/html/README.html
>
> """
> The main purpose of PLASMA is to address the performance shortcomings of
> the LAPACK and ScaLAPACK libraries on multicore processors and
> multi-socket systems of multicore processors. PLASMA provides routines
> to solve dense general systems of linear equations, symmetric positive
> definite systems of linear equations and linear least squares problems,
> using LU, Cholesky, QR and LQ factorizations. Real arithmetic and
> complex arithmetic are supported in both single precision and double
> precision.
> """
>
> It is under BSD license, and as a bonus point, may be compiled easily on
> windows (MS is one of the sponsor of the project). The main drawback I
> can see is that it requires a serial BLAS, and ATLAS cannot be switched
> dynamically between serial and parallel (you have to relink).
>
> I am hoping to provide a basic set of wrappers for scipy,
>
>
Looks like the column pivoting QR algorithm isn't there. I'm not sure what
orth is supposed to be used for, but if there is no danger of rank
deficiency, then the usual QR algorithm should work just fine.
Chuck
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