Matrix decompositions.
Salman Javaid <[email protected]>
| Newsgroups | gmane.comp.lib.boost.ublas |
|---|---|
| Message-ID | <CAEKdXi01ujUuyrOXpTRR5N3x1cj7NRAuFgechQRApLcb1+M1Mw@mail.gmail.com> |
Hello uBLAS Contributors:
I have applied to GSoC 2013 and
pitched implementation of SVD factorization for uBLAS. In order to better
prepare myself and to get my hands dirty at uBLAS, I ended up implementing
QR Factorization employing Householder Reflections using uBLAS. This is
only the first draft and will be needing significant improvement, e.g.,
computation of QR decomposition of 100 * 100 matrix takes around 30
seconds. But I guess just to get familiar with code base, it was a good
exercise. Over the next week or two I will be trying to optimize the code.
I will be absolutely grateful if
contributors can have a quick glance at the code, and point me to any
improvements they can suggest. Particularly in speeding up matrix
multiplication.
I used Visual Studio 2010 to compile the code. I will try to get the code
running on my Ubuntu machine in a couple of days hopefully.
Here the header file:
https://github.com/salmanjavaid/QR_Decomposition/blob/master/QR_Header.hpp
The main file:
https://github.com/salmanjavaid/QR_Decomposition/blob/master/Main.cpp
Best Regards,
Salman Javaid
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