Sean suggests "replacing this with a call to the Apache Commons Math QRDecomposition" and the sloving time is reduced significantly. Thanks.
On Wed, Jan 23, 2013 at 5:10 PM, Ted Dunning <[email protected]> wrote: > That is a long time for such a small qr decomposition. I wouldn't think > that the actually solving would add that much time, either. > > On Thu, Jan 24, 2013 at 2:00 AM, Ying Liao <[email protected]> wrote: > > > Hi! > > The QRDecomposition turns out to be my bottleneck in deploying ALS-WR. It > > takes less than a ms to solve X=A^{-1}B when A is 20*20. But it takes > 55ms > > per solve when A is 60*60. Is there a different approach to solve AX=B? > > > > Thanks, > > Ying > > >
