Adding routines for updating QR decompositions
Hi, 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. https://github.com/scipy/scipy/pull/4249 Comments welcome. Eric.
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.
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.
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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.) Josef
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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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hi, I think it would be indeed a nice contrib. On the same line you have in scikit-learn [1] an implementation of cholesky update and downdate which might be useful to a broader audience. Best, Alex [1] https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/linear_mode... On Tue, Dec 9, 2014 at 6:06 PM, <josef.pktd@gmail.com> wrote:
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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As a last follow up here, the pull request adding QR updating is complete and soon to be merged. However, it would be good to have some more eyes on it before then. If these features interest you, please go take a look. The pr is https://github.com/scipy/scipy/pull/4249. This supports both full and economic mode QRs. Thanks, Eric On Tue, Dec 9, 2014 at 3:30 PM, Alexandre Gramfort < alexandre.gramfort@inria.fr> wrote:
hi,
I think it would be indeed a nice contrib. On the same line you have in scikit-learn [1] an implementation of cholesky update and downdate which might be useful to a broader audience.
Best, Alex
[1] https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/linear_mode...
On Tue, Dec 9, 2014 at 6:06 PM, <josef.pktd@gmail.com> wrote:
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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participants (5)
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Alexandre Gramfort -
Clark Fitzgerald -
Eric Moore -
Irvin Probst -
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