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Re: improved QR & Cholesky updating


From: Jaroslav Hajek
Subject: Re: improved QR & Cholesky updating
Date: Sun, 18 Jan 2009 06:54:21 +0100

On Sat, Jan 17, 2009 at 10:03 PM, David Bateman <address@hidden> wrote:
> Jaroslav Hajek wrote:
>>
>> This (together with the earlier work) makes Octave significantly more
>> capable w.r.t. factorization updating than M*b.
>> Applications are optimization routines (fsolve, lsqnonneg).
>>
>
> Hey maybe you should release it under the LGPL so that Matlab can profit
> from it too...... I'm kidding of cause,

Then, it's pointless to refer you to the usual why-not-LGPL...

> but only slightly as Tim Davis, of
> SuiteSparse, writes under the GPL  and then licenses his code to Matlab
> under a different license with I presume renumeration for himself.
>

That's an interesting point. If, in future, MathWorks will ask for a
commercial license, I suppose they will get it - commercial revenue
from research activities is always welcome by VZLU. But I will
certainly insist on further development under GPL.

Even now I suppose the library is sort of unique functionality, at
least in the free software world, and I plan to address also QRZ
(complete orthogonal) factorization - for underdetermined problems and
GQR for GLM problems, and possibly SVD (that's a different beast,
however). Maybe even sparse factorizations could eventually be
supported.

-- 
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz


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