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[Octave-bug-tracker] [bug #57968] condest produces incorrect result for
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From: |
Rik |
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Subject: |
[Octave-bug-tracker] [bug #57968] condest produces incorrect result for any matrix that is not symmetric/Hermitian |
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Date: |
Fri, 13 Mar 2020 13:51:11 -0400 (EDT) |
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User-agent: |
Mozilla/5.0 (Windows NT 10.0; WOW64; Trident/7.0; rv:11.0) like Gecko |
Follow-up Comment #4, bug #57968 (project octave):
As an addendum, I overhauled the condest.m function on the development branch
that will become Octave 7.1. See changeset
https://hg.savannah.gnu.org/hgweb/octave/rev/687d452070c9.
In particular, I cache the result of certain long matrix operations such as
Ainvt = P' * (L' \ (U' \ Q'));
so they are calculated just once per estimate. Previously, this same
calculation would be repeated up to 5 times per estimate.
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