Re: QR vs LU factorisation

[Jaroslav Hajek]

On Mon, Jun 30, 2008 at 5:24 AM, Dmitri A. Sergatskov
<address@hidden> wrote:
> On Sun, Jun 29, 2008 at 9:45 PM, Jordi Gutiérrez Hermoso
> <address@hidden> wrote:
>> 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.
>
> What makes you to draw this conclusion?
> In some cases it is  SVD in octave vs QR in Matlab.
> (In particularly for "\" operator, unless it has changed lately.)
>

Yes, for \,/ operators this is true, but not for inversion.


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