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https://issues.apache.org/jira/browse/MATH-223?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12632667#action_12632667
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John Mulcahy commented on MATH-223:
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Looks good, thanks. One wrinkle which could still be added is for the
calculation of the Q matrix. When that is explicitly required it is faster to
calculate Q transpose and then transpose the result than to calculate Q
directly. As an added benefit, people who want the Q matrix will often actually
need Q transpose rather than Q itself so it is worth storing the transposed Q
matrix and providing a method to obtain that directly.
> 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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