On Thu, 18 Oct 2007, Ravi Varadhan wrote: > Hi, > > This is in response to Simon's observation about QR decomp being way too > slow for the "badx" matrix posted by Art Owen. This is due to the use of > LINPACK routine DQRDC. QR decomp is much faster when LAPACK routine is > used. > >> system.time(qr(badx, LAPACK=T)) > [1] 1.11 0.03 1.14 NA NA > >> system.time(qr(badx)) # Simon's timing > user system elapsed > 845.896 0.164 846.182 > > Since LAPACK is more recent and has better routines, I think that it should > be the default for QR decomp (as it is already for SVD).
Please look more carefully at the help page: the default was not changed for a very good reason, that the LAPACK and LINPACK versions do not solve the same problem and the difference is important for typical R uses of qr(). (Hint: look at the value section.) -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
