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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] GivensQR
- From: Andrea Arteaga <yo.eres@xxxxxxxxx>
- Date: Tue, 8 Sep 2009 18:59:44 +0200
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In principle my Givens decomposition was designed for small-sized square (or quasi-square) matrices. Your benchmarks show that this kind of decomposition is actually not optimal for big matrices, due to the algorithm's limits. I think however that this decomposition could be faster as Householder if the code were a little optimized. We can begin that by using the Jacobi module.
I will try to to so and to implement your idea about the template flags, which in practice make the constructor call the compute_CR() or compute_QCR() methods. I also want to understand how much the computation and storing of coefficients is costly.
If I write relevant updates for the code, I will submit they on my fork..