[Rd] qr(x,LAPACK=TRUE) (PR#2867)
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Apr 29 09:13:37 MEST 2003
Thanks for this.
On Mon, 28 Apr 2003 simon at stats.gla.ac.uk wrote:
> I think there is a problem with the LAPACK version of qr() in version
> 1.7.0. (version below).
> 1. The documentation states that LAPACK=TRUE is the default, but the code
> has LAPACK=FALSE.
The code is the intended. Originally I intended to change the default, but
discovered that quite a bit of code depended on the (generous) tolerance
in the previous qr, not least to determine the rank.
> 2. With LAPACK=TRUE qr() is never pivoting, even in cases where it very
> clearly should be. e.g.
Well, it did pivot sometimes. I had assumed that jpvt was zeroed, but it
was not guaranteed. In fact I got pivoting sometimes in your example,
which threw me for a while. It is now explicitly zeroed in R-patched, and
seems to be solved.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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