Gene, you may recall that back in the early 1980's you sent me an APL model for Quad-Divide, which used Househoulder Transforms for QR Decomposition to produce an upper triangular matrix as you described. A key aspect of this algorithm is that it was stable for non- rectangular matrices also (Least Squares).
I may still have the model at home, but I would think that Roger is the best one to answer this question for %. as he may have implemented a different model anyway. Regards, Rob Hodgkinson On 23/08/2009, at 3:18 PM, Eugene McDonnell wrote: > > On Jul 6, 2007, at 12:48 AM, Damien wrote: > >> Hello, >> >> I was wondering what kind of algorithm is used within the %. >> operator, >> because it is very powerful !! Does someone have any idea ? >> Besides, what is the best algorithm to invert matrix for you ? I >> mean if you >> had to implement only one algorithm for all the types of matrices, >> which one >> would you choose ? >> >> Thanks. >> Damien. > > My dim recollection is that I triangularized Matrix M, giving Matrix > T, and then the inverse is easy to compute. From that I went backwards > and got the inverse. > > I've just finished looking in my files on Matrix problems, but was > unable to find anything; very vexing. > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
