Computing sparse orthogonal factors in Matlab
نویسنده
چکیده
In this report a new version of the multifrontal sparse QR factorization routine sqr, originally by Matstoms, for general sparse matrices is described and evaluated. In the previous version the orthogonal factor Q is discarded due to storage considerations. The new version provides Q and uses the multifrontal structure to store this orthogonal factor in a compact way. A new data class with overloaded operators is implemented in Matlab to provide an easy usage of the compact orthogonal factors. This implicit way of storing the orthogonal factor also results in faster computation and application of Q and Q T. Examples are given, where the new version is up to four times faster when computing only R and up to 1000 times faster when computing both Q and R, than the built-in function qr in Matlab. The sqr package is available at URL:
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