Re: QR factorisation

[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, but this isn`t good solution because of hight computation
complexity. And we already implemented gradient descent and LSQR for linear
regression.





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QR factorisation

[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 will Householder instead of MGS?

Kind regards

Pieter



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