mathnet - QR decomposition in Math.NET Numerics -
how qr decomposition implemented in math.net numerics?
is gram-schimdt or givens rotations? have feeling implemented gram-schimdt, i'm not sure. can't find implementation.
is qr decomposition gram-schimdt different givens rotations, in terms of results?
i generated (manually) qr decomposition using givens rotations matrix, , generated qr decomposition usingmathnet.numerics.linearalgebra.generic.factorization.qrmethod
(which believe implements gram-schimdt) , results different. difference between numbers 1e-16 (not big), , rows have opposite sign (*-1) (this real problem - think happens because mathnet.numerics implements different qr algorithm).
can suggest libraries perform qr decomposition using givens rotations?
according documentation, implemented using householder reflections:
the computation of qr decomposition done @ construction time householder transformation.
different methods can produce answers small numerical differences or negative rows, describe. see wikipedia article more information.
Comments
Post a Comment