| Re: [eigen] request for comments / help |
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- To: Helmut Jarausch <jarausch@xxxxxxxxxxxxxxxxxxx>
- Subject: Re: [eigen] request for comments / help
- From: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>
- Date: Mon, 11 Jun 2012 18:31:22 +0200
- Cc: eigen@xxxxxxxxxxxxxxxxxxx
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On Mon, Jun 11, 2012 at 5:56 PM, Helmut Jarausch
<jarausch@xxxxxxxxxxxxxxxxxxx> wrote:
> I've attached the corrected version of QR_Cholesky.
> Is it impudent to suggest adding this to Eigen?
>
> I think it's the standard way of solving the minimum length least squares
> problem.
I think it would be better to perform a full orthogonalization of the form:
A * P = Q * U * Z
where U of the form:
| U11 0 |
| 0 0 |
This can be done by applying householder reflexions on the non zero
upper trapezoidal part of the matrix R.
gael