[SciPy-user] Gram-Schmidt orthogonalization

[Nathan Bell]

On Sun, Nov 23, 2008 at 2:14 PM, David Warde-Farley <dwf at cs.toronto.edu> wrote:
>
> Is there any particular advantage to using scipy.linalg.qr over
> numpy.linalg.qr? Is the former faster by virtue of Fortran?
>

I can't say offhand which would be better.  In either case you'll want
the "economy" QR, the # of vectors you're orthogonalizing is smaller
than the length of the vector.  This way you'll get a tall, skinny Q
as opposed to a square Q.

-- 
Nathan Bell wnbell at gmail.com
http://graphics.cs.uiuc.edu/~wnbell/