Re: QR vs LU factorisation

[Ben Abbott]

On Jun 29, 2008, at 2:24 PM, Jordi Gutiérrez Hermoso wrote:

> This isn't specifically an Octave question except tangentially.
>
> I have some matrices that are as bad as can be: largish (1000x1000 or
> so), full, unsymmetric, and ill-conditioned. I notice that Octave uses
> LU factorisation with partial pivoting to invert these matrices as a
> last resort, which has been giving me acceptable results. Someone
> suggested to me that QR factorisation would be better suited. I'm
> reading Golub & Van Loan, but see no clear indication of when to use
> QR or LU.
>
> Does anyone have any suggestions?
>
> Thanks,
> - Jordi G. H.

There was a short thread looking at the a similar problem a few months  
back

        http://www.nabble.com/Re%3A-Polyfit-with-scaling-p15260384.html

Ben