My apologies! Forgot to tag the subject line. On Tue, Oct 4, 2011 at 8:35 PM, Greg Sterijevski <gsterijev...@gmail.com>wrote:
> Hello all, > > A while back I was interested in being able to do pivoting qr > decomposition. I noticed that Chris Nix submitted a patch, but he indicated > that he had more work to do (testing and filling in functionality). In the > discussion around this, Luc suggested that I look at the QR decomposition in > Levenberg-Marquardt. I did just that a few days ago. The code was very clear > and nicely written (kudos to Luc). So, I copied the routine and made a new > PivotingQRDecomposition class. The class is intended as a "drop in > replacement" for QRDecomposition. I also copied the QRSolverTest and > QRDecompositionTest. With the exception of testUnderdetermined in the solver > test and testAEqualQR in QRDecompositionTest, the tests are unchanged (and > all pass!). With testUndertermined, the "zeroed" rows of the solution matrix > are interspersed throughout the matrix (because of pivoting). So I change > the test to count all the rows that have zero norms, and check that it is > the correct number. In testAEqualQR, I added a multiplication by the > permutation matrix. > > What is the best way to proceed? I don't want to trounce the additions that > Chris made, but it looks like Chris has more sophisticated classes in mind. > I don't see this proposed change competing with his. Does it make sense to > bring back QRDecomposition interface (sorry Sebastien)? We can then keep > both implementations until we are satisfied the pivoting one works. > > Thoughts? > > -Greg >