Re: QR factorisation

2018-02-16 Thread Yury Babak
Hi Pieter, You are right and we use MGS for QR factorization, so it`s just typo in javadoc. Right now we don`t plan to change QR factorization algorithm. We will fix this typo. Thanks for heads up. Regards, Yury PS: right now we use QR factorization as analytical solver for linear regression,

QR factorisation

2018-02-16 Thread PieterAppeltans
In the comments of ignite/modules/ml/src/main/java/org/apache/ignite/ml/math/decompositions/QRDecomposition.java it is noted that the QR factorisation is calculated using Householder reflections. The implementation however is using Modified Gram-Schmidt. Does this mean that future versions