Re: [eigen] Re: LU precision tuning |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] Re: LU precision tuning*From*: Hauke Heibel <hauke.heibel@xxxxxxxxxxxxxx>*Date*: Mon, 11 May 2009 18:11:33 +0200*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=googlemail.com; s=gamma; h=domainkey-signature:mime-version:received:in-reply-to:references :date:message-id:subject:from:to:content-type; bh=D8l1+OLHnmubVGYZS8G0+q0lWk/1+IiMrckEspSqPpU=; b=v0YyeV3KgZ+7OvPmRSE4zu0xugg1/SI+DJQSOfK0bR8tNVR4sG5vDk3DpE/4bRBAfV g1pToqMZdMTydQ/P2nC/2j8NwOZlPcE1E2fAVnuZr0ZfEls4P3YZa/9XGz7HDeA2W0Rr lEvY8v5mmct/1b9W0S67kExsgclayWXD8JBRk=*Domainkey-signature*: a=rsa-sha1; c=nofws; d=googlemail.com; s=gamma; h=mime-version:in-reply-to:references:date:message-id:subject:from:to :content-type; b=N8svNVSgYhgoB4cNX2Nc5ttB5GYhhGD8PGn+rCUzFips2TjPvP5oi++6hSwwdsoWgX iHXr+hzZzCHHpNPAQODxGl/JlOIkl3Iaspoz8OZSHGDn/427Fi6PoXfkgROBBzep+w27 iC2XdwNZj9in+zLzfz1FMmNfobw2nS+BDNIeg=

> ... but I rather think that what is invalidated is the QR precision testing! > Indeed your patch introduced m_precision in QR but it was never used > in the computation of the QR decomposition, only in the rank() and > solve() methods. So what's really needed is to make eps2 honor the > m_precision. > > I can't tell whether the creation of random rank r matrices was > affected by that or not. It seems as if it was not really affected. After fixing the precision usage, the results did not improve. I took a short look at the code an briefly touched the literature about RRQR (rank revealing QR) decompositions. Since the current QR does (please correct me if I am wrong) no pivoting I assume it is pretty safe to assume that it is not rank revealing. There are a bunch of RRQR algorithms reviewed/described in Bischof & Quintana-Qrti, "Computing Rank-Revealing QR Factorizations of Dense Matrices" and all of them rely on pivoting. Regards, Hauke

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**Follow-Ups**:**Re: [eigen] Re: LU precision tuning***From:*Benoit Jacob

**References**:**[eigen] LU precision tuning***From:*Benoit Jacob

**Re: [eigen] Re: LU precision tuning***From:*Hauke Heibel

**Re: [eigen] Re: LU precision tuning***From:*Benoit Jacob

**Re: [eigen] Re: LU precision tuning***From:*Hauke Heibel

**Re: [eigen] Re: LU precision tuning***From:*Benoit Jacob

**Re: [eigen] Re: LU precision tuning***From:*Benoit Jacob

**Re: [eigen] Re: LU precision tuning***From:*Benoit Jacob

**Re: [eigen] Re: LU precision tuning***From:*Hauke Heibel

**Re: [eigen] Re: LU precision tuning***From:*Hauke Heibel

**Re: [eigen] Re: LU precision tuning***From:*Benoit Jacob

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