hello, I've been looking into options to do fast low-rank dense matrix factorization updates (aka Matlab's qrupdate) with NumPy, but couldn't find basically anything. Did I miss something?
A few years ago I wrote the qrupdate library http://sourceforge.net/projects/qrupdate/, and subsequently wrapped it for Octave, giving it a broad spectrum of efficient factorization updating capabilities - see http://www.gnu.org/software/octave/doc/interpreter/Matrix-Factorizations.html#doc%2dqrupdate, functions qrupdate, qrinsert, qrdelete, qrshift, cholupdate, cholinsert, choldelete, cholshift, luupdate. Would there be interest in having similar functions in NumPy? Would NumPy or SciPy be a better place? best regards -- Jaroslav Hajek Site Reliability Engineer Google Switzerland GmbH _______________________________________________ NumPy-Discussion mailing list [email protected] http://mail.scipy.org/mailman/listinfo/numpy-discussion
