[OctDev] linear-algebra: new QR updating functions

David Bateman David.Bateman at motorola.com
Tue Feb 19 08:53:38 CST 2008


Jaroslav Hajek wrote:
> Hello,
> to anyone who might be interested:
> I have just committed an initial revision of functions
> "qrupdate","qrinsert" and "qrdelete" into the main/linear-algebra
> package. These functions should provide equivalent behaviour to their
> Matlab counterparts, i.e. update a QR decomposition after a rank-1
> update, adding/deleting row/column. qrinsert and qrdelete currently
> support adding/deleting columns, rows are on the way.
>
> enjoy,
>
>   
These are core matlab functions (ie not in a toolbox) and there should
also be considered for inclusion in Octave 3.1.x. Is there any reason
why you wrote the code itself in F77? Is it just that is encapsulates
several blas/lapack functions and so to do that in C++ would require
additional wrapping.

I'd suggest reworking this as a patch against octave, with the F77 code
in a directory libcruft/qrupdate (or something similar) and the C++
interfaces in src/DLD-FUNCTIONS.. The Makefile.in files will need to be
modified appropriately.

John, we should include these functions.. Are you happy with the F77
wrapper to blas/lapack function to have only a single F77 function in
the Octave C++ wrapper or should that be modified to use a pure C++ wrapper?

D.

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David Bateman                                David.Bateman at motorola.com
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