Re: improved QR & Cholesky updating

[Jaroslav Hajek]

On Sat, Jan 17, 2009 at 9:08 PM, Jaroslav Hajek <address@hidden> wrote:
> hi,
>
> please consider the changeset:
> http://artax.karlin.mff.cuni.cz/~hajej2am/ulozna/octave/qrupdate.diff
> improving the qrupdate, qrinsert, qrdelete, qrshift, cholupdate,
> cholinsert, choldelete, cholshift.
>
> Summary of changes:
> The current version 0 snapshot of qrupdate is deleted from libcruft,
> instead qrupdate is a weak dependency.
> If found, the above functions are defined, as well as corresponding
> methods of QR & CHOL classes in liboctave.
> All the updating routines now use more efficient column traversal of
> matrices. qrupdate, qrinsert & qrdelete support batch
> updating/insertion/deletion of columns (avoids repeated copying of the
> matrices).
> Maybe most importantly, rank-1 update & column insertion now support
> economized factorization.
>
> 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).
>
> cheers
>

Changeset applied.

cheers

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