[SciPy-user] Gram-Schmidt orthogonalization

Gael Varoquaux gael.varoquaux@normalesup....
Mon Nov 24 15:37:58 CST 2008


On Mon, Nov 24, 2008 at 03:28:11PM -0500, Nathan Bell wrote:
> Try QR first.  It's reasonably stable and SVD is considerably more expensive.

+1. SVD is the sledge hammer of numeric matrix factorisation. (In other
cases, options may involve 'np.linalg.eigh(np.dot(A.T, A))', or other
trick to avoid the costly SVD).

Gaël


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