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  1. Commons Math
  2. MATH-223

QRDecomposition can easily be made to run about twice as fast

    Details

    • Type: Improvement
    • Status: Closed
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: 1.2
    • Fix Version/s: 2.0
    • Labels:
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    • Environment:

      Any

      Description

      The QRDecomposition will run much faster (about twice as fast) if the qr and Q matrices are calculated as their transposes and the transposition is sorted out in the getQ() method. Using the transposes allows the loops to iterate over rows of the transposed matrices rather than columns. It might also be useful to cache the Q matrix locally when it is generated in case there are any subsequent calls to getQ() as this is the most expensive part of the decomposition.

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            • Assignee:
              luc Luc Maisonobe
              Reporter:
              johnpm John Mulcahy
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              • Created:
                Updated:
                Resolved: