Looking at the current implementation, there is no column pivoting and so the pivot matrix is the identity.
I have just written a small patch that does QR Decomposition with column pivoting and has a getP() method to get the resulting permutation matrix. If this is useful, I can open a JIRA issue for discussion. Chris On 21 July 2011 06:40, Phil Steitz <phil.ste...@gmail.com> wrote: > On 7/20/11 9:27 PM, Greg Sterijevski wrote: > > Hello, > > > > In attempting to build constrained ols into the > OLSMultipleLinearRegression > > class, I rediscovered the fact that to keep the regression coefficients > in > > their canonical order, I need to know how the QR decomposition pivoted. > In > > other words, while I get the correct constrained parameters, their order > is > > changed. Is there any way to get this info out (pivot order)? > > Can you explain a little more exactly what you are trying to do? > How exactly is the parameter vector getting permuted? The QRDecomp > solver certainly should not do that. See the QRDecomp sources for > what is exposed in the public API. We can talk about adding more, > but we should be careful about exposing more implementation details. > You can now get the Householder reflection vectors and obviously the > decomp itself. As you can see from the sources, the current OLS > impl just uses the solver. > > Phil > > > > Thanks, > > > > -Greg > > > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > >
