[
https://issues.apache.org/jira/browse/MATH-223?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
John Mulcahy updated MATH-223:
------------------------------
Attachment: QRDecompositionImpl.java
The attached file uses transposed qr and Q matrices. I haven't tested this
(sorry!) as my own code doesn't use the Commons matrix classes, but exactly the
same code using double[][] runs in just under half the time of the original
when decomposing a 500x500 matrix.
> QRDecomposition can easily be made to run about twice as fast
> -------------------------------------------------------------
>
> 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
> Attachments: QRDecompositionImpl.java
>
>
> 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.
--
This message is automatically generated by JIRA.
-
You can reply to this email to add a comment to the issue online.
