On Tue, Dec 9, 2014 at 10:28 AM, <josef.pktd@gmail.com> wrote:


On Tue, Dec 9, 2014 at 10:15 AM, Clark Fitzgerald <clarkfitzg@gmail.com> wrote:
I was looking for this functionality recently- this would be useful.

Thanks!

On Tue, Dec 9, 2014 at 6:24 AM, Irvin Probst <irvin.probst@ensta-bretagne.fr> wrote:
On 09/12/2014 15:22, Eric Moore wrote:
> I've just submitted PR #4249 adding qr_update, qr_insert and qr_delete
> for performing rank-k updates, adding rows or columns and removing
> rows or colums.

That's exactly what I was looking for in order to speed up my pole
placement routines ! Actually I was about to start coding this myself
tomorrow. I would really like to have this into scipy.
Have a nice day.


Same here, good to see this arriving in scipy

I as looking for this some months ago. 

(although, IIRC, I ended up with Q-less R updating for the special use case of out of memory least squares.)

That was just the first application that I remembered.

In other cases like best or all subset regression we need something like this. In my functions for subset regression I had to work around these missing features.

Thanks,

Josef
 

Josef


 

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