QRDecomposition can easily be made to run about twice as fast
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Key: MATH-223
URL: https://issues.apache.org/jira/browse/MATH-223
Project: Commons Math
Issue Type: Improvement
Affects Versions: 1.2
Environment: Any
Reporter: John Mulcahy
Priority: Minor
The QRDecomposition will run much faster (about twice as fast) if the qr and Q
matrices are calculated as their transposes and the transposition is sorted out
in the getQ() method. Using the transposes allows the loops to iterate over
rows of the transposed matrices rather than columns. It might also be useful to
cache the Q matrix locally when it is generated in case there are any
subsequent calls to getQ() as this is the most expensive part of the
decomposition.
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