On 10/18/07, Ravi Varadhan <[EMAIL PROTECTED]> wrote:
> Dear Prof. Ripley,
> You are right. I failed to pay attention to the following remark in the
> help page:
> "Note that the storage used by DQRDC and DGEQP3 differs."
> Although this does not matter for solving a linear system (i.e. qr.solve()),
> the Q and R representations are indeed different.
I believe Brian was referring to the remarks about the rank. The
LINPACK-based code implements a special pivoting scheme that is very
useful in decomposing model matrices. It is actually a modified
version of the LINPACK code. See the comments at the beginning of the
file src/appl/dqrdc2.f in the R source tree. As stated further down
in the documentation
Using LAPACK (including in the complex case) uses column pivoting
and does not attempt to detect rank-deficient matrices.
> -----Original Message-----
> From: Prof Brian Ripley [mailto:[EMAIL PROTECTED]
> Sent: Thursday, October 18, 2007 1:42 PM
> To: Ravi Varadhan
> Cc: 'Simon Wood'; r-help@r-project.org
> Subject: Re: [R] Observations on SVD linpack errors, and a workaround
>
> 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
>
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