Re: [ublas] [GSoC 2019] Matrix pseudoinverse and Least squares solver

Subject: Re: [ublas] [GSoC 2019] Matrix pseudoinverse and Least squares solver
From: David Bellot (david.bellot_at_[hidden])
Date: 2019-04-12 04:10:47

Hi,

we have a solver algorithms done in GSOC which is not yet integrated into
the main branch. I think we should start from there. The GSOC was very good
and the algorithm stable. So if we have it integrated into the main branch,
then implementing least-square solvers and other algorithm will be very
easy.

I'll let you have a look at the algo here:
https://github.com/BoostGSoC15/ublas/tree/master/include/boost/numeric/ublas

On Tue, Apr 2, 2019 at 4:10 AM Thomas Yang via ublas <ublas_at_[hidden]>
wrote:

> Hi all,
>
> I was investigating some methods to perform least squares algorithms, and
> I noticed we currently do not have methods of doing so in the development
> branch.
>
> To the extent of my knowledge, we also do not have a method of determining
> matrix inverses or pseudoinverse. All of the existing implementations I
> found (e.g. rTensor) of CP decomposition have a method of determining a
> matrix's pseudoinverse.
>
> For GSoC, I initially based my proposal around implementing tensor
> decomposition algorithms. However, would it be a better choice to focus
> more on least squares methods like QR-factorization” And SVD? Furthermore,
> was this already attempted in a past GSoC project?
>
> Thanks,
>
> Thomas
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