[Numpy-discussion] factorization updates in numpy

Jaroslav Hajek highegg at gmail.com
Tue Sep 27 04:40:31 EDT 2011


I've been looking into options to do fast low-rank dense matrix
factorization updates (aka Matlab's qrupdate) with NumPy, but couldn't
find basically anything. Did I miss something?

A few years ago I wrote the qrupdate library
http://sourceforge.net/projects/qrupdate/, and subsequently wrapped it
for Octave, giving it a broad spectrum of efficient factorization
updating capabilities - see
functions qrupdate, qrinsert, qrdelete, qrshift, cholupdate,
cholinsert, choldelete, cholshift, luupdate.

Would there be interest in having similar functions in NumPy? Would
NumPy or SciPy be a better place?

best regards

Jaroslav Hajek
Site Reliability Engineer
Google Switzerland GmbH

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