Re: [eigen] request for comments / help

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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.


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