[SciPy-dev] Why does orth use svd instead of QR ?

Charles R Harris charlesr.harris@gmail....
Fri Feb 5 12:15:51 CST 2010


On Fri, Feb 5, 2010 at 9:53 AM, Charles R Harris
<charlesr.harris@gmail.com>wrote:

>
>
> On Fri, Feb 5, 2010 at 2:45 AM, David Cournapeau <david@silveregg.co.jp>wrote:
>
>> Charles R Harris wrote:
>> >
>> > Maybe the way to
>> > go is use a keyword to choose between methods.
>>
>> 'safe' vs 'fast' ? :)
>>
>> I wonder whether it would be ok to change the default to QR, though. I
>> will look at the pivoted QR thing,
>>
>>
> That sounds OK. The documentation should probably mention that the
> orthogonal columns produced by the two methods will be different, otherwise
> we will probably get some bug reports.
>
>
I don't know if you read the paper, but the fastest and safest QR
factorizations seem to be the DGEQPX and DGEQPY algorithms in ACM Algorithm
782. It looks like one might need to get permission from the ACM to use the
algorithms in a BSD licensed library.

 Submittal of an algorithm for publication in one of the ACM Transactions
impliesthat unrestricted use of the algorithm within a computer is
permissible.General permission to copy and distribute the algorithm without
fee is granted provided that the copies are not made or distributed for
direct commercial advantage. The ACM copyright notice and the title of the
publication and its date appear, and notice is given that copying is by
permission of the Association for Computing Machinery. To copy otherwise, or
to republish, requires a fee and/or specific permission.

Chuck
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