octave-maintainers
[Top][All Lists]
Advanced

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

qrupdate - advice sought


From: Jaroslav Hajek
Subject: qrupdate - advice sought
Date: Fri, 9 Jan 2009 12:40:48 +0100

hi,

I'm glad to inform you that I've finally finished work on qrupdate
version 1.0, a Fortran library for fast updates of QR and Cholesky
decompositions
(and maybe more in the future).  The project is under GPL3 and is now
hosted on sourceforge:
http://qrupdate.sourceforge.net/

Advantages over the preliminary snapshot provided in Octave's libcruft
(which is sort of a version 0.1):

QR rank-1 update and insertion now work on the economized QR factorization.
* Cache-coherent column-oriented access (using more workspace vectors).
* All subs are in-place with "leading dimension" args to matrices, to
facilitate batch updates without excessive copying.
* An complete test suite (which allows you to try the library immediately).

I would like Octave to take advantage of these improvements.
Subsequently, I want to use them to further improve fsolve, lsqnonneg,
and possibly (in less immediate future) implement other optimization
routines that can benefit.

Now, what is the best way to proceed?

1. Refresh and keep maintaining a copy of qrupdate under libcruft/ in Octave.
2. Remove libcruft/qrupdate and require qrupdate to be linked.

1 is simpler. If we strive to get rid of some or all of libcruft
eventually, then maybe 2 is better, but it will make another (weak)
dependency.

opinions?

regards

-- 
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz


reply via email to

[Prev in Thread] Current Thread [Next in Thread]