-Re: need review for stochastic matrix decomposition doc
Dmitriy Lyubimov 2010-04-13, 15:42
Why can't we say s=(k+p) and accumulate (k+p) x (k+p) A*Omega rows at one
time in the mapper and make sure we orthogonalize (k+p) rows of Q in one
block (by running a stock QR)? That way orthogonalization of the final Q
will be quaranteed (although columns of Q would be scaled at approx
On Mon, Apr 12, 2010 at 9:32 AM, Ted Dunning <[EMAIL PROTECTED]> wrote:
> I will be attaching Dmitry's pdf.
> The basic difference is that I have gone back to a form closer to the
> original paper to avoid computing an ill-conditioned SVD.
> Dmitriy also said:
> I guess at this point i don't understand the details of block QR. I guess
> > i'll need to read up on block QR. I guess you could indeed go into a
> > more into details of that qr() call and perhaps give geometry of
> > Yi, Qi and Ri matrices in step 1 ( i assume they should have s x (k+p), s
> > ?, ? x (k+p) where s is the block height .)
> There isn't anything magic about the block QR and I doubt you will find any
> information on the variant that I am using. The basic idea is just that I
> am doing QR decompositions on row-wise blocks of A Omega.
> On Sun, Apr 11, 2010 at 10:54 PM, Ted Dunning <[EMAIL PROTECTED]>
> > Can you attach that to the JIRA? Attachments are stripped from the
> > list, I think.
> > On Sun, Apr 11, 2010 at 9:55 PM, Dmitriy Lyubimov <[EMAIL PROTECTED]
> >> For reference, i am attaching summary of our previous discussion which
> >> took liberty of slightly reworking.