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https://issues.apache.org/jira/browse/MATH-223?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Luc Maisonobe resolved MATH-223.
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Resolution: Fixed
Fixed in subversion repository (branch MATH_2_0) as of r695251
The patch had to be slightly changed as it failed on non-square matrices.
A quick comparison with Jama shows that now for a QR-decomposition/solve pair,
commons-math is between 40% and 50% faster than Jama.
Many thanks for the patch.
> 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
> Assignee: Luc Maisonobe
> Priority: Minor
> Fix For: 2.0
>
> 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.
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