Re: QR vs LU factorisation

[Jordi Gutiérrez Hermoso]

2008/6/29 Dmitri A. Sergatskov <address@hidden>:
> I am not really an expert, but as far as I know
>
> -- LU is a computationally efficient algorithm for "good" matrices, not
>   suitable for ill-conditioned matrices at all.
>
> -- SVD is a very robust algorithm; gives you the most "useful" results in
>   the most pathological cases
>
> -- QR seems to be good trade-off between the previous  two.
>   As far as I know this is the default algorithm in both Matlab
>   and IDl.

Hm, so the last resort in Matlab is QR but it's LU in Octave? Is this
a deliberate choice? This looks like a hazy tradeoff.

- Jordi G. H.