[SciPy-Dev] Adding routines for updating QR decompositions

[josef.pktd at gmail.com]

On Tue, Dec 9, 2014 at 10:28 AM, <josef.pktd at gmail.com> wrote:

>
>
> On Tue, Dec 9, 2014 at 10:15 AM, Clark Fitzgerald <clarkfitzg at gmail.com>
> wrote:
>
>> I was looking for this functionality recently- this would be useful.
>>
>> Thanks!
>>
>> On Tue, Dec 9, 2014 at 6:24 AM, Irvin Probst <
>> irvin.probst at ensta-bretagne.fr> wrote:
>>
>>> On 09/12/2014 15:22, Eric Moore wrote:
>>> > I've just submitted PR #4249 adding qr_update, qr_insert and qr_delete
>>> > for performing rank-k updates, adding rows or columns and removing
>>> > rows or colums.
>>>
>>> That's exactly what I was looking for in order to speed up my pole
>>> placement routines ! Actually I was about to start coding this myself
>>> tomorrow. I would really like to have this into scipy.
>>> Have a nice day.
>>>
>>
>
> Same here, good to see this arriving in scipy
>
> I as looking for this some months ago.
>
> (although, IIRC, I ended up with Q-less R updating for the special use
> case of out of memory least squares.)
>

That was just the first application that I remembered.

In other cases like best or all subset regression we need something like
this. In my functions for subset regression I had to work around these
missing features.

Thanks,

Josef


>
> Josef
>
>
>
>
>>
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