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Add row to Eigen qr decomposition
Eigen decomposition of a matrix of form W * diag(S) * W' for matrix exponential in MATLABWorse performance using Eigen than using my own classImage Processing: Algorithm Improvement for 'Coca-Cola Can' Recognitionhow to use eigen library for lu decomposition c++Eigen - divide each (sparse) matrix row by its corresponding diagonal elementHomography matrix decomposition into rotation matrix and translation vectorEigen Library: Setting all Non-Zero elements in a SparseMatrix *Row* to ZeroEigen: different row-wise memory reservation for row major sparse matrixEigen: inverting rectangular matrix (least norm solution)Eigen c++ : area hyperbolic tangent (atanh) of a complex matrix
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I have QR decomposition of matrix A using
HouseholderQR<MatrixXd> dec(A)
Now I want do add one row to matrix A.
Is there some simple way of updating QR decomposition without computing QR decomposition again?
I am aware of givens rotation which are suitable for this update. Unfortunately I didn't find any such solution using Eigen library.
What are my options?
Thanks
c++ matrix eigen decomposition
asked Mar 28 at 15:59
jencmartjencmart
12 bronze badges
add a comment
|
I have QR decomposition of matrix A using
HouseholderQR<MatrixXd> dec(A)
Now I want do add one row to matrix A.
Is there some simple way of updating QR decomposition without computing QR decomposition again?
I am aware of givens rotation which are suitable for this update. Unfortunately I didn't find any such solution using Eigen library.
What are my options?
Thanks
c++ matrix eigen decomposition
asked Mar 28 at 15:59
jencmartjencmart
12 bronze badges
I don't think there is an efficient way to compute a rank-update on a householder-QR decomposition (I could be wrong). Question is what do you actually want to achieve?
– chtz
Mar 28 at 17:29
add a comment
|
I have QR decomposition of matrix A using
HouseholderQR<MatrixXd> dec(A)
Now I want do add one row to matrix A.
Is there some simple way of updating QR decomposition without computing QR decomposition again?
I am aware of givens rotation which are suitable for this update. Unfortunately I didn't find any such solution using Eigen library.
What are my options?
Thanks
c++ matrix eigen decomposition
asked Mar 28 at 15:59
jencmartjencmart
12 bronze badges
I have QR decomposition of matrix A using
HouseholderQR<MatrixXd> dec(A)
Now I want do add one row to matrix A.
Is there some simple way of updating QR decomposition without computing QR decomposition again?
I am aware of givens rotation which are suitable for this update. Unfortunately I didn't find any such solution using Eigen library.
What are my options?
Thanks
c++ matrix eigen decomposition
c++ matrix eigen decomposition
asked Mar 28 at 15:59
jencmartjencmart
12 bronze badges
asked Mar 28 at 15:59
jencmartjencmart
12 bronze badges
asked Mar 28 at 15:59
jencmartjencmart
12 bronze badges
asked Mar 28 at 15:59
jencmartjencmart
12 bronze badges
asked Mar 28 at 15:59
jencmartjencmart
12 bronze badges
12 bronze badges
I don't think there is an efficient way to compute a rank-update on a householder-QR decomposition (I could be wrong). Question is what do you actually want to achieve?
– chtz
Mar 28 at 17:29
add a comment
|
I don't think there is an efficient way to compute a rank-update on a householder-QR decomposition (I could be wrong). Question is what do you actually want to achieve?
– chtz
Mar 28 at 17:29
I don't think there is an efficient way to compute a rank-update on a householder-QR decomposition (I could be wrong). Question is what do you actually want to achieve?
– chtz
Mar 28 at 17:29
I don't think there is an efficient way to compute a rank-update on a householder-QR decomposition (I could be wrong). Question is what do you actually want to achieve?
– chtz
Mar 28 at 17:29
add a comment
|
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I don't think there is an efficient way to compute a rank-update on a householder-QR decomposition (I could be wrong). Question is what do you actually want to achieve?
– chtz
Mar 28 at 17:29