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Re: improved QR & Cholesky updating
From: |
John W. Eaton |
Subject: |
Re: improved QR & Cholesky updating |
Date: |
Tue, 20 Jan 2009 16:58:34 -0500 |
On 20-Jan-2009, Jaroslav Hajek wrote:
| On Sat, Jan 17, 2009 at 9:08 PM, Jaroslav Hajek <address@hidden> wrote:
| > hi,
| >
| > please consider the changeset:
| > http://artax.karlin.mff.cuni.cz/~hajej2am/ulozna/octave/qrupdate.diff
| > improving the qrupdate, qrinsert, qrdelete, qrshift, cholupdate,
| > cholinsert, choldelete, cholshift.
| >
| > Summary of changes:
| > The current version 0 snapshot of qrupdate is deleted from libcruft,
| > instead qrupdate is a weak dependency.
| > If found, the above functions are defined, as well as corresponding
| > methods of QR & CHOL classes in liboctave.
| > All the updating routines now use more efficient column traversal of
| > matrices. qrupdate, qrinsert & qrdelete support batch
| > updating/insertion/deletion of columns (avoids repeated copying of the
| > matrices).
| > Maybe most importantly, rank-1 update & column insertion now support
| > economized factorization.
| >
| > This (together with the earlier work) makes Octave significantly more
| > capable w.r.t. factorization updating than M*b.
| > Applications are optimization routines (fsolve, lsqnonneg).
| >
| > cheers
| >
|
| Changeset applied.
Thanks for doing this work.
I updated and now I see 44 new test failures. There are 16 in
chol.cc, 24 in qr.cc, and 4 in fsolve. The failing tests in chol and
qr should be modified to use "testif HAVE_QRUPDATE" (or similar) but
I'm not sure what to do about fsolve. I think it is bad to have
fsolve not work if the qrupdate library is missing. Is there a way to
provide this functionality without the Fortran library (perhaps in a
sub-optimal way)? Either that, or maybe we should require the
qrupdate library, in which case it should probably be distributed with
the Otave sources.
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 <=
- 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, 2009/01/21
- 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