An advanced QR-decomposition for sparse matrices in Octave or Octave-Forge.

[Ole Jacob Hagen]

Hi, Octavers


The present implemented QR-routine in Octave uses
LAPACK (Fortran) with a C++ interface. 
The usage is, say: [Q,R,P] = qr(A), which makes the
following decomposition: A*P = Q*R.
 
Is it possible to extend it so we get this
decomposition, Pr*Q'*A*Pc' = [R; 0]? If so, how can
this be achieved? 

The best alternative is if anyone out there has a
function ready for usage. This might even be a good
update to the present QR-implementation?

It might be a solution to integrate the code of Thomas
Robey; SPARSEQR, which I've tried out.  This routine
does a QR-factorization, which is described above. The
original code is written in C and C++ and is under
Library GPL license. 

It has been used for rather large problems for Finite
Elements. 
I've had some correspondance with Mr. Robey and it's
OK with him if I decided to integrate the sparseqr
routine of his in my RFSQP-routine in Octave-forge,
but only if I gave him credits.....And that's no
problem.

Is this routine (SPARSEQR) something for Octave of
Octave-forge? 

Why I need it: 
"I could integrate the code of his in my routine, but
since it would be dumb to implement this routine in
RFSQP, the SPARSEQR routine should be implemented in
main/sparse in octave-forge? 

The reason why I'm interested in sparseqr, is that
RFSQP requires the Q matrix from the QR-routine, which
gives the possibility to solve a equality constrained
problem, using a "NULL SPACE" strategy. The reason is
that the Q-matrix gives an matrix with orthogonal
columns."


Any comments? 

Cheers, 
 
Ole J.
 


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