Details
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Improvement
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Status: Closed
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Minor
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Resolution: Fixed
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1.2
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None
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None
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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.