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Re: st: mean centering
From
"JVerkuilen (Gmail)" <[email protected]>
To
[email protected]
Subject
Re: st: mean centering
Date
Mon, 21 Jan 2013 13:10:53 -0500
On Mon, Jan 21, 2013 at 12:44 PM, David Hoaglin <[email protected]> wrote:
> Thanks for the link!
>
> Michael Heath's comparison gives both operation counts and relative
> error. As he says, the relative error of Householder QR is the best
> possible, but SVD is more robust and reliable (at the cost of a
> substantially greater operation count).
SVD has Householder rotations inside, as I recall. As I said it was
quite a while ago when I took Heath's class, which was excellent.
Great teacher!
The rest of the lecture notes are similarly on par.
http://www.cse.uiuc.edu/heath/scicomp/ has all the course material.
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