From octave-maintainers-request at bevo dot che dot wisc dot edu Mon Dec 9 04:06:45 2002 Subject: An advanced QR-decomposition for sparse matrices in Octave or Octave-Forge. From: =?iso-8859-1?q?Ole=20Jacob=20Hagen?= To: octave-maintainers at bevo dot che dot wisc dot edu Date: Mon, 9 Dec 2002 11:03:17 +0100 (CET) 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. ______________________________________________________ Få den nye Yahoo! Messenger på http://no.messenger.yahoo.com/ Nye ikoner og bakgrunner, webkamera med superkvalitet og dobbelt så morsom