[eigen] Status of givens QR decomposition |
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As a following to:
http://listengine.tuxfamily.org/lists.tuxfamily.org/eigen/2009/09/msg00009.html
I'd like to say that i have a very important use case for givens-QR with big matrices in the NonlinearOptimization module. This is useful in the variant of the Levenberg Marquardt algorithm for very big matrices, so-called 'storage efficient': the qr decomposition is done with givens rotation, presumably because this is the only decomposition that can be done incrementally : the matrix to decompose is not known as a whole, but is constructed line by line, 'updating' the qr decomposition and deleting the line.
Andrea, Benoit, what is the status of this fork ? As I have write permission, I've merged with mainline once or twice, but the fork seems abandoned... was there a use case ? not anymore ?
btw, Am I the only one needing givens QR decompozition on the list ? anyone ?
++
Thomas
--
Thomas Capricelli <orzel@xxxxxxxxxxxxxxx>
http://www.freehackers.org/thomas