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Re: QR vs LU factorisation
From: |
Jordi Gutiérrez Hermoso |
Subject: |
Re: QR vs LU factorisation |
Date: |
Sun, 29 Jun 2008 21:45:47 -0500 |
2008/6/29 Dmitri A. Sergatskov <address@hidden>:
> I am not really an expert, but as far as I know
>
> -- LU is a computationally efficient algorithm for "good" matrices, not
> suitable for ill-conditioned matrices at all.
>
> -- SVD is a very robust algorithm; gives you the most "useful" results in
> the most pathological cases
>
> -- QR seems to be good trade-off between the previous two.
> As far as I know this is the default algorithm in both Matlab
> and IDl.
Hm, so the last resort in Matlab is QR but it's LU in Octave? Is this
a deliberate choice? This looks like a hazy tradeoff.
- Jordi G. H.
Re: QR vs LU factorisation, Ben Abbott, 2008/06/29
Re: QR vs LU factorisation, Vic Norton, 2008/06/30