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haskell-numerics / hmatrix

Linear algebra and numerical computation
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implement thinQR and thinRQ #202

Closed kjslag closed 8 years ago

kjslag commented 8 years ago

qr and rq are very slow for large matrices because unpackQR is very slow [#201]. This patch implements thinQR and thinRQ using qrgr, which is much faster.

albertoruiz commented 8 years ago

Great! unpackQR was written to get a simple, working version of "full" qr. Later I added qrgr, but I didn't change qr because it gives a thin factorization. Anyway, it is an excellent idea to add a fast thinQR. Thanks for your contributon!