Re: QR vs LU factorisation

[Dmitri A. Sergatskov]

On Sun, Jun 29, 2008 at 9:45 PM, Jordi Gutiérrez Hermoso
<address@hidden> wrote:
> 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.

What makes you to draw this conclusion?
In some cases it is  SVD in octave vs QR in Matlab.
(In particularly for "\" operator, unless it has changed lately.)

>
> - Jordi G. H.
>

Dmitri.
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