Also, pivoting is a good thing in a general QR decomposition since it extends the applicability of the code to nearly rank deficient inputs.
On Thu, Jul 21, 2011 at 3:17 PM, Greg Sterijevski <gsterijev...@gmail.com>wrote: > Sorry, did not mean to touch off a debate. There are two ways (that I know > of) to project linear restrictions through the data when running a > regression using the QR decomposition. I need to review my notes, but I > distinctly remember needing to get the pivots so that I know which columns > are 'contaminated' by the restriction... Also, in dealing with > restrictions, > I will need the pivots to clean up redundant restrictions. Doing a QR > reduction on an arbitrary coefficient matrix will give me a reduced set of > restrictions and the restrictions which are mapped to the nullity (the > redundancies). > > In any event, let me finish my experimentation and then I can more cleanly > enunciate my needs. > > On Thu, Jul 21, 2011 at 10:33 AM, Phil Steitz <phil.ste...@gmail.com> > wrote: > > > On 7/21/11 8:07 AM, Ted Dunning wrote: > > > This is upside down. > > > > > > Opening the JIRA and putting the patch up is the best way to determine > if > > > this is useful. > > > > > > On Thu, Jul 21, 2011 at 3:17 AM, Chris Nix <chris....@gmail.com> > wrote: > > > > > >> 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. > > >> > > I think its best to understand more clearly what Greg's problem is > > before taking time to prepare a patch. We have a working QR decomp > > using Householder reflection. If it is useful to add another one, > > we can talk about that; but I would like to understand more clearly > > what, if any, problems the current implementation (and interface) has. > > > > Phil > > > > --------------------------------------------------------------------- > > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > > For additional commands, e-mail: dev-h...@commons.apache.org > > > > >