If a pivoting QR decomp was to be included, I see it as existing in addition to the current nonpivoting version. I don't see this as an addition to the current QRDecompositionImpl. We would not be exposing more of the inner workings of the QRDecomposition, just a different view?
-Greg On Thu, Jul 21, 2011 at 6:39 PM, Ted Dunning <ted.dunn...@gmail.com> wrote: > 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 > > > > > > > > >
