From octave-maintainers-request at bevo dot che dot wisc dot edu Wed Dec 11 11:36:18 2002 Subject: Re: An advanced QR-decomposition for sparse matrices in Octave or Octave-Forge. From: Andy Adler To: =?iso-8859-1?q?Ole=20Jacob=20Hagen?= cc: octave-maintainers at bevo dot che dot wisc dot edu Date: Wed, 11 Dec 2002 12:32:37 -0500 (EST) It would be nice to add this functionality to the octave sparse functions. It would be best if this is done in a compatible way to the sparse that's already in octave-forge. Take a look at octave-forge/main/sparse - If you have difficulty with the code, then ask me. Note: there has been some discussion of moving away from SuperLU. I have no problem with this, because it is fairly incomplete and I had to write lots of extra code (about 30% of SuperLU). If we switch, it should be a well though out decision. Andy -- Andy Adler, Assistant Professor, School of Information Technology and Engineering, University of Ottawa, Tel:1(613)562-5800 X 2345, Email:adler at site dot uottawa dot ca On Mon, 9 Dec 2002, Ole Jacob Hagen wrote: > 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 > >