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Does Octave 4.2.1 use SPQR or CXSparse for sparse QR factorizations?


From: Joseph Young
Subject: Does Octave 4.2.1 use SPQR or CXSparse for sparse QR factorizations?
Date: Tue, 5 Sep 2017 21:27:49 -0600
User-agent: Mutt/1.7.2 (2016-11-26)

    Does Octave 4.2.1 use SPQR or CXSparse for sparse QR factorizations?
Looking at the code sparse-qr.cc, it appears as though the QR
factorization from CXSparse is used.  If this is the case, my next
question is why is this routine preferred over those from SPQR?  Looking
at the changelog, it looks like there used to be routines for spqr, but
they were removed on Octave 3.6.  My impression was that these routines
were just merged into the qr routine, but I'm not sure if they used SPQR
or CXSparse when they were implemented.  Part of the reason I'm asking
is that I believe that SPQR should give superior performance.  More than
that, the current sparse implementation of qr disallows permutation, 
[Q R P]=qr(A).  This is pretty useful in a number of contexts such as
extracting rank information as well as various low rank solves and
factorizations.  I believe that MATLAB already leans on the SPQR
routines and allows the factorization with permutations.

    That said, I don't understand the backstory here, so I'm writing to
better understand what's currently being done and why.  Thanks for the
help!

Joe



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