Re: [eigen] Getting Householder reflections right

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On Mon, May 11, 2009 at 4:10 PM, Benoit Jacob <jacob.benoit.1@xxxxxxxxx> wrote:
> 2009/5/11, Gael Guennebaud <gael.guennebaud@xxxxxxxxx>:
>> 39 secs to extract Q ! there is clearly something wrong here ! anyway,
>> Triadiag is going to be slightly (?), significantly (?) updated by
>> Benoit, and we'll try not to forget to also bench the extraction !!
> I was going to ask you, in the QR module, what do you consider already
> polished and what is a quick port of external code?

that's a good question. Actually nothing is really polished as it
could be. The best parts are probably Tridiag and
SelfAdjointEigenSolver because I needed them. However I wrote them
from scratch quite quickly and there is still of work to be done. In
particular, one could factorize the Householder code, extend
Triadiag/Hessenberg to make them suitable for sub matrices, for in
place computation, make them better suited for their main use case:
Eigen decomposition, add specializations for small sizes (there is
already one for the tridiagonalization of 3x3 matrices), fix "equal to
zero" tests, etc.


> Yes I plan to redo whatever needs to be redone in QR (and
> eigensolvers) as really that's the same basic idea as in SVD.
> Cheers,
> Benoit

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