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Re: improved QR & Cholesky updating
From: |
John W. Eaton |
Subject: |
Re: improved QR & Cholesky updating |
Date: |
Wed, 21 Jan 2009 10:21:12 -0500 |
On 21-Jan-2009, Jaroslav Hajek wrote:
| Sorry, this should have been part of the patch, but somehow I forgot
| to do the last refresh (also sorry for the message).
| It's now uploaded. fsolve will simply check for qrupdate at first
| start, and if not found, it will update the qr factorization by
| recalculation. For large systems, of course, that's going to be much
| slower, but will work.
|
| I intend to do the same thing anywhere the updating routines will be
| used (due to their nature, they can be always replaced). That's why I
| disabled their compiling entirely when qrupdate is not present - so
| that their presence can be checked with the "exist" function.
Instead of
persistent have_qrupdate = exist ('qrupdate') == 5;
[...]
## Update the QR factorization.
if (have_qrupdate)
[q, r] = qrupdate (q, r, u, v);
else
[q, r] = qr (q*r + u*v');
endif
in fsolve.m and every other function that might use qrupdate, why not
check HAVE_QRUPDATE in the QR::update functions and do this operation
there? Then the check would only have to occur in one place rather
than in every part of Octave that uses qrupdate.
jwe
- improved QR & Cholesky updating, Jaroslav Hajek, 2009/01/17
- Re: improved QR & Cholesky updating, David Bateman, 2009/01/17
- Re: improved QR & Cholesky updating, Jaroslav Hajek, 2009/01/20
- Re: improved QR & Cholesky updating, John W. Eaton, 2009/01/20
- Re: improved QR & Cholesky updating, Jaroslav Hajek, 2009/01/21
- Re: improved QR & Cholesky updating,
John W. Eaton <=
- Re: improved QR & Cholesky updating, Jaroslav Hajek, 2009/01/21
- Re: improved QR & Cholesky updating, John W. Eaton, 2009/01/21
- Re: improved QR & Cholesky updating, Jaroslav Hajek, 2009/01/21
- Re: improved QR & Cholesky updating, John W. Eaton, 2009/01/21
- Re: improved QR & Cholesky updating, Jaroslav Hajek, 2009/01/21
- Re: improved QR & Cholesky updating, John W. Eaton, 2009/01/21
- Re: improved QR & Cholesky updating, Jaroslav Hajek, 2009/01/22
- Re: improved QR & Cholesky updating, John W. Eaton, 2009/01/22