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Posted to issues@commons.apache.org by "Christopher Nix (JIRA)" <ji...@apache.org> on 2011/07/23 22:09:09 UTC
[jira] [Created] (MATH-630) Rank Revealing QR Decomposition missing
Rank Revealing QR Decomposition missing
---------------------------------------
Key: MATH-630
URL: https://issues.apache.org/jira/browse/MATH-630
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.0
Reporter: Christopher Nix
Priority: Minor
The current QR decomposition implementation performs no column pivoting and is thus not rank revealing.
A rank revealing QR decomposition could determine rank more efficiently, though not always as reliably, as from the Singular Value Decomposition. Additionally the rank revealing decomposition can be used in least-squares algorithms on rank-deficient matrices.
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[jira] [Updated] (MATH-630) Rank Revealing QR Decomposition missing
Posted by "Gilles (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-630?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Gilles updated MATH-630:
------------------------
Fix Version/s: (was: 3.1)
3.2
> Rank Revealing QR Decomposition missing
> ---------------------------------------
>
> Key: MATH-630
> URL: https://issues.apache.org/jira/browse/MATH-630
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 2.0, 2.1, 2.2
> Reporter: Christopher Nix
> Priority: Minor
> Fix For: 3.2
>
> Attachments: QRDecomposition.patch, RRQRDecomposition.patch
>
>
> The current QR decomposition implementation performs no column pivoting and is thus not rank revealing.
> A rank revealing QR decomposition could determine rank more efficiently, though not always as reliably, as from the Singular Value Decomposition. Additionally the rank revealing decomposition can be used in least-squares algorithms on rank-deficient matrices.
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[jira] [Updated] (MATH-630) Rank Revealing QR Decomposition missing
Posted by "Christopher Nix (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-630?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Christopher Nix updated MATH-630:
---------------------------------
Attachment: QRDecomposition.patch
In light of the ongoing discussion in the mailing list, I have submitted a further patch that includes the pivoting within the current class structure.
There are unit tests attached, duplicating existing tests for QR decomposition with no pivoting. A few of these tests fail, and I'm still trying to figure it out. This patch file is not intended for inclusion, only discussion.
Chris
> Rank Revealing QR Decomposition missing
> ---------------------------------------
>
> Key: MATH-630
> URL: https://issues.apache.org/jira/browse/MATH-630
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 3.0
> Reporter: Christopher Nix
> Priority: Minor
> Attachments: QRDecomposition.patch, RRQRDecomposition.patch
>
>
> The current QR decomposition implementation performs no column pivoting and is thus not rank revealing.
> A rank revealing QR decomposition could determine rank more efficiently, though not always as reliably, as from the Singular Value Decomposition. Additionally the rank revealing decomposition can be used in least-squares algorithms on rank-deficient matrices.
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This message is automatically generated by JIRA.
For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Updated] (MATH-630) Rank Revealing QR Decomposition missing
Posted by "Christopher Nix (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-630?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Christopher Nix updated MATH-630:
---------------------------------
Attachment: RRQRDecomposition.patch
As a starter for ten, I've attached a patch that:
1. Adds an RRQRDecomposition interface extending the current QRDecomposition. This interface adds a getRank() method and a getP() method to obtain the permutation matrix used in column-pivoting (Are there RRQR implementations that don't column pivot?)
2. Adds a RRQRDecompositionImpl class, implementing the interface above, and extending the QRDecompositionImpl class to make use of existing code.
3. Adapts QRDecompositionImpl to allow access to currently private variables and methods. I've also split the existing code into a performHouseholderReflection method that is useful to the RRQRDecompositionImpl sub-class.
The getRank() method here is notably quicker than the SingularValueDecompositionImpl method on large random matrices if tried, but I'll admit that I've coded this ad-hoc.
It still needs unit tests.
Hopefully, a small step in the right direction.
Chris
> Rank Revealing QR Decomposition missing
> ---------------------------------------
>
> Key: MATH-630
> URL: https://issues.apache.org/jira/browse/MATH-630
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 3.0
> Reporter: Christopher Nix
> Priority: Minor
> Attachments: RRQRDecomposition.patch
>
>
> The current QR decomposition implementation performs no column pivoting and is thus not rank revealing.
> A rank revealing QR decomposition could determine rank more efficiently, though not always as reliably, as from the Singular Value Decomposition. Additionally the rank revealing decomposition can be used in least-squares algorithms on rank-deficient matrices.
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[jira] [Commented] (MATH-630) Rank Revealing QR Decomposition
missing
Posted by "Gilles (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-630?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13420357#comment-13420357 ]
Gilles commented on MATH-630:
-----------------------------
No further patch have been submitted.
Is this issue still current?
> Rank Revealing QR Decomposition missing
> ---------------------------------------
>
> Key: MATH-630
> URL: https://issues.apache.org/jira/browse/MATH-630
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 2.0, 2.1, 2.2
> Reporter: Christopher Nix
> Priority: Minor
> Fix For: 3.1
>
> Attachments: QRDecomposition.patch, RRQRDecomposition.patch
>
>
> The current QR decomposition implementation performs no column pivoting and is thus not rank revealing.
> A rank revealing QR decomposition could determine rank more efficiently, though not always as reliably, as from the Singular Value Decomposition. Additionally the rank revealing decomposition can be used in least-squares algorithms on rank-deficient matrices.
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[jira] [Updated] (MATH-630) Rank Revealing QR Decomposition missing
Posted by "Phil Steitz (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-630?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Phil Steitz updated MATH-630:
-----------------------------
Affects Version/s: (was: 3.0)
2.0
2.1
2.2
Fix Version/s: 3.1
If we get a working patch in time, we can try to squeeze this into 3.0; but it should be doable without compat breaks, so technically can wait until 3.1
> Rank Revealing QR Decomposition missing
> ---------------------------------------
>
> Key: MATH-630
> URL: https://issues.apache.org/jira/browse/MATH-630
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 2.0, 2.1, 2.2
> Reporter: Christopher Nix
> Priority: Minor
> Fix For: 3.1
>
> Attachments: QRDecomposition.patch, RRQRDecomposition.patch
>
>
> The current QR decomposition implementation performs no column pivoting and is thus not rank revealing.
> A rank revealing QR decomposition could determine rank more efficiently, though not always as reliably, as from the Singular Value Decomposition. Additionally the rank revealing decomposition can be used in least-squares algorithms on rank-deficient matrices.
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For more information on JIRA, see: http://www.atlassian.com/software/jira