scijs / ndarray-householder-qr

Householder triangularization for QR Factorization of ndarrays
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Rewrite as proper in-place factorization #4

Closed rreusser closed 9 years ago

rreusser commented 9 years ago

The lower triangular and upper triangular parts overlap, but normalization means that the overlap is redundant anyway. Rewrite it all to take proper advantage of that and clean things up significantly.

See: http://www.cs.cornell.edu/~bindel/class/cs6210-f09/lec18.pdf

rreusser commented 9 years ago

See also: http://www.inf.ethz.ch/personal/gander/papers/qrneu.pdf