> library like PARDISO <https://github.com/JuliaSparse/Pardiso.jl>.
>
> Miles
>
> On Monday, April 25, 2016 at 4:49:40 PM UTC-4, Jonas Kersulis wrote:
>>
>> Can someone explain why qrfact is faster and requires less memory than
>> lufact for square, sparse ma
-26-lu-vs-qr-01.png>
On Tuesday, April 26, 2016 at 12:05:00 PM UTC-4, Steven G. Johnson wrote:
>
>
>
> On Monday, April 25, 2016 at 4:49:40 PM UTC-4, Jonas Kersulis wrote:
>>
>> Can someone explain why qrfact is faster and requires less memory than
>> lufact for
Can someone explain why qrfact is faster and requires less memory than
lufact for square, sparse matrices? LU is less computationally complex than
QR, and with decent pivoting LU should be able to preserve sparsity better
than QR, so I'm confused by what I'm seeing in practice.
The plots below
Here is the result of rounding each basis to 15 places. I definitely should
have done that before in the interest of comparing apples to apples. From
this figure, I can believe the vectors are the same (up to scaling and
order).
