[SciPy-Dev] Adding routines for updating QR decompositions

[Eric Moore]

As a last follow up here, the pull request adding QR updating is complete
and soon to be merged. However, it would be good to have some more eyes on
it before then.  If these features interest you, please go take a look.
The pr is https://github.com/scipy/scipy/pull/4249.

This supports both full and economic mode QRs.

Thanks,

Eric

On Tue, Dec 9, 2014 at 3:30 PM, Alexandre Gramfort <
alexandre.gramfort at inria.fr> wrote:

> 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
> >>
> >>
> >>
> >>>>
> >>>>
> >>>> _______________________________________________
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> >>>> SciPy-Dev at scipy.org
> >>>> http://mail.scipy.org/mailman/listinfo/scipy-dev
> >>>
> >>>
> >>>
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> >>>
> >>
> >
> >
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> >
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