MultipleQR
If you have many (small) matrices that need to factorized in QR, instead of calling MATLAB qr in the for-loop you could use this function that can reduce by more than 6 the runtime.
According to my test MultipleQR is faster than MATLAB qr when dimension <= 10 and slower beyond that
引用
Bruno Luong (2024). MultipleQR (https://www.mathworks.com/matlabcentral/fileexchange/68976-multipleqr), MATLAB Central File Exchange. 取得済み .
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- MATLAB > Mathematics > Linear Algebra >
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バージョン | 公開済み | リリース ノート | |
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3.0.2 | Uncheck compatibility with Linux and Mac, due to unknown OpenMP mex building command by the author |
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3.0.1 | Implementation in MEX openmp |
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2.0.4 | speed optimization |
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2.0.3 | Add a note on the determinant value of Q |
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2.0.2 | Speed optimization
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2.0.1 | Fix issue when number of page is 0 |
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2.0.0 | Fix issue of tall matrices
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1.0.0 |