yig / PySPQR

Python wrapper for the sparse QR decomposition in SuiteSparseQR.
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Add numeric economy option to be passed to SPQR #19

Closed chrhansk closed 2 years ago

chrhansk commented 2 years ago

The "economy" option can be used in SPQR to compute a QR factorization of a (m x n) matrix with m < n consisting of blocks Q_1, and Q_2, where Q_1 has as shape of (m x n) and Q_2 of (m x k - n). For k = n we get the reduced form, for k = m the full one. For k in between m and n, SPQR yields a block that spans part of the kernel of A. This patch adds this functionality to PySPQR.