Additional methods for QRdecomposition class
- Subject: Additional methods for QRdecomposition class
- From: Douglas Bates <firstname.lastname@example.org>
- Date: Thu, 13 Aug 1998 17:02:50 -0500 (CDT)
May I suggest that more methods be added to the QRdecomposition class?
In particular, I would suggest
public Matrix QMultiply (Matrix B)
that forms QB from B and
public Matrix QTransMultiply (Matrix B)
that forms transpose(Q)B from B.
It may even be worthwhile having methods such as
public Matrix QMultiplyEquals (Matrix B)
public Matrix QTransMultiplyEquals (Matrix B)
to provide in-place versions of these operations.
Other possibilities are methods to project the columns of a Matrix B
onto the column space of the original matrix X or onto its orthogonal
complement. These are very useful in statistical computing. Back in
the days of Linpack these operations were available through dqrsl.
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