From: Dima Sorkin (dsorkin_at_[hidden])
Date: 2007-12-23 07:37:43
Quoting Karl Meerbergen <karl.meerbergen_at_[hidden]>:
> More expensive than QR but more reliable.
> Jens Seidel wrote:
> > Please note that some QR decompositions (especially if Gram Schmidt
> > orthogonalisation is used) are very unstable and could cause trouble with
> > small systems as 5x5 (at least if you expect a high accuracy)!!!!
But when I have matrices of full rank (= min(M,N) where (N,M) are the sizes of
the matrix), (with "reasonable" condition number), are these methods (QR and
LQ) good enough ?
Otherwise why LAPACK's driver routine DGELS uses them ... (?)