[SciPy-Dev] QR-decomposition with Q but not Q

Martin Teichmann lkb.teichmann@gmail....
Thu Aug 11 02:02:21 CDT 2011


Hi list,

A QR decomposition is done in two steps: firstly,
R is calculated and an intermediate form of Q
(the so called "elementary reflectors"), and in a second
step, Q is actually calculated.

The second step, however, can be costly and
thus is not done if you are not interested in Q. The
QR decomposition code already allows for not
calculating Q.

Very often, however, one is interested in Q only in
order to multiply it with a vector c. This can be done
without ever calculating Q.

I just wrote a patch and submitted it to github, it's here:
https://github.com/scipy/scipy/pull/55
which does just this. I'm not sure if I should write both
on scipy-dev and github, scipy-dev just seems to
have faster responses...

Greetings

Martin

-- 
Max-Born-Institut
Max-Born-Straße 2a
12489 Berlin
+49 30 6392 1234


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