[SciPy-user] Gram-Schmidt orthogonalization

David Warde-Farley dwf@cs.toronto....
Sun Nov 23 13:14:05 CST 2008


On 23-Nov-08, at 2:01 PM, Nathan Bell wrote:

> On Sun, Nov 23, 2008 at 1:50 PM, David Warde-Farley <dwf@cs.toronto.edu 
> > wrote:
>>
>> Is there a built-in, somewhere in NumPy or SciPy, that implements  
>> Gram-
>> Schmidt orthogonalization?
>>
>
> Would you be content with a QR decomposition (scipy.linalg.qr) ?
> http://en.wikipedia.org/wiki/QR_decomposition

D'oh. Apparently that's exactly what I need. I need to brush up on my  
matrix factorization jargon.

Is there any particular advantage to using scipy.linalg.qr over  
numpy.linalg.qr? Is the former faster by virtue of Fortran?

David


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