| [eigen] Fast QR for 2x2, 3x3 |
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: [eigen] Fast QR for 2x2, 3x3
- From: Andrea Arteaga <yo.eres@xxxxxxxxx>
- Date: Sun, 22 Feb 2009 21:42:34 +0100
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Hi.
I'm Andrea Arteaga and I'm student of Computing Science and Engeneering at ETH
Zurich.
I read this in the todo-page (http://eigen.tuxfamily.org/index.php?title=Todo#QR_module):
implement efficient QR decomposition for 2x2 and 3x3 matrix with optional computation of R (maybe using Gram-Schmitd instead of Householder transformations ?)
I thought that Givens Rotations (http://en.wikipedia.org/wiki/Givens_rotation) are perfect for that: the computation of a givens-matrix requires only (execution of sin()) + (execution of cos()) operations; the product between two 2x2 matrices requires only 8 operations and maybe less than that.
If you need it, I can help a little bit, QR is one of my preferred topics!
[I'm sorry for my bad english, I live in Switzerland and I never studied well english...]