[Gretl-devel] Re: qrdecomp with column pivoting?

2022-06-04 Thread Sven Schreiber
Am 04.06.2022 um 15:51 schrieb Sven Schreiber: Am 04.06.2022 um 13:11 schrieb Riccardo (Jack) Lucchetti: On Fri, 3 Jun 2022, Cottrell, Allin wrote: columns the execution time is not that different. Note: we currently assess rank using regular QR, by counting the R elements greater than some

[Gretl-devel] Re: qrdecomp with column pivoting?

2022-06-04 Thread Sven Schreiber
Am 04.06.2022 um 13:11 schrieb Riccardo (Jack) Lucchetti: On Fri, 3 Jun 2022, Cottrell, Allin wrote: Maybe, though I gather that for a matrix with a lot more rows than columns the execution time is not that different. Note: we currently assess rank using regular QR, by counting the R

[Gretl-devel] Re: qrdecomp with column pivoting?

2022-06-04 Thread Allin Cottrell
On Sat, 4 Jun 2022, Sven Schreiber wrote: Am 03.06.2022 um 22:46 schrieb Cottrell, Allin: Note: we currently assess rank using regular QR, by counting the R elements greater than some specified "tiny" value. Aha? The doc for "rank" says: "numerically computed via the singular value

[Gretl-devel] Re: qrdecomp with column pivoting?

2022-06-04 Thread Riccardo (Jack) Lucchetti
On Fri, 3 Jun 2022, Cottrell, Allin wrote: On Fri, Jun 3, 2022 at 11:05 AM Sven Schreiber wrote: I'm wondering whether it would be useful (or more precisely, whether the cost-benefit calculation would be net positive...) to generalize the qrdecomp() function to allow column pivoting. Here

[Gretl-devel] Re: qrdecomp with column pivoting?

2022-06-04 Thread Sven Schreiber
Am 03.06.2022 um 22:46 schrieb Cottrell, Allin: On Fri, Jun 3, 2022 at 11:05 AM Sven Schreiber wrote: 2) A QR decomposition with pivoting would provide a rank-revealing operation. The natural workaround and alternative way to do this is SVD. It is my understanding that SVD would be