[SciPy-Dev] Adding routines for updating QR decompositions

[Alexandre Gramfort]

hi,

I think it would be indeed a nice contrib. On the same line you have
in scikit-learn [1]
an implementation of cholesky update and downdate which might be
useful to a broader audience.

Best,
Alex

[1] https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/linear_model/least_angle.py

On Tue, Dec 9, 2014 at 6:06 PM,  <josef.pktd at gmail.com> wrote:
>
>
> 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
>>
>>
>>
>>>>
>>>>
>>>> _______________________________________________
>>>> SciPy-Dev mailing list
>>>> SciPy-Dev at scipy.org
>>>> http://mail.scipy.org/mailman/listinfo/scipy-dev
>>>
>>>
>>>
>>> _______________________________________________
>>> SciPy-Dev mailing list
>>> SciPy-Dev at scipy.org
>>> http://mail.scipy.org/mailman/listinfo/scipy-dev
>>>
>>
>
>
> _______________________________________________
> SciPy-Dev mailing list
> SciPy-Dev at scipy.org
> http://mail.scipy.org/mailman/listinfo/scipy-dev
>