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QR vs LU factorisation
From: |
Jordi Gutiérrez Hermoso |
Subject: |
QR vs LU factorisation |
Date: |
Sun, 29 Jun 2008 13:24:22 -0500 |
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.
- QR vs LU factorisation,
Jordi Gutiérrez Hermoso <=
Re: QR vs LU factorisation, Ben Abbott, 2008/06/29
Re: QR vs LU factorisation, Vic Norton, 2008/06/30