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Reduce cost of row operations in QR

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It is not obvious how to get similar optimisations into the Q'B
operation without allocation, so I'm leaving that.
This commit is contained in:
kortschak
2014-01-16 14:24:45 +10:30
parent f2d47be707
commit 61aa81a28f
1 changed files with 6 additions and 4 deletions
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10
mat64/qr.go
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@@ -169,12 +169,14 @@ func (f QRFactor) Solve(b *Dense) (x *Dense) {
// Solve R*X = Y;
for k := n - 1; k >= 0; k-- {
for j := 0; j < bn; j++ {
b.Set(k, j, b.At(k, j)/rDiag[k])
row := b.rowView(k)
for j := range row[:bn] {
row[j] /= rDiag[k]
}
for i := 0; i < k; i++ {
for j := 0; j < bn; j++ {
b.Set(i, j, b.At(i, j)-b.At(k, j)*qr.At(i, k))
row := b.rowView(i)
for j := range row[:bn] {
row[j] -= b.At(k, j) * qr.At(i, k)
}
}
}