yig / PySPQR

Python wrapper for the sparse QR decomposition in SuiteSparseQR.
Creative Commons Zero v1.0 Universal
34 stars 27 forks source link

Qmult #23

Closed jkrokowski closed 9 months ago

jkrokowski commented 9 months ago

add the ability to construct a qr factorization object via calling qr_factorize. This stores the qr factorization in householder form. Next, the product of a multiplication with Q can be constructed by using qmult. This prevents the explicit construction of Q, but allows one do also extract columns from Q by multiplication with unit vectors. Unlike the explicit factorization, if only a few columns of Q are needed, qr_factorize and qmult scale approximately quadratically instead of cubicly.