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Understanding the permutation in QRMumps #106
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@abuttari Would you have a moment to help @MaxenceGollier here? We're trying to compute a complete orthogonal decomposition. Thanks! |
@MaxenceGollier @dpo The permutation described in the documentation for the analysis phase aims to reduce the fill-in in the factors and is based only on the sparsity pattern of the sparse matrix A. |
yes, @amontoison is right, the column permutation in qrm is only meant to reduce the fill-in generated during the factorization. To the best of my knowledge, there is no sparse QR solver that also does a rank-revealing permutation during the factorization; this is way too complex to implement and, furthermore, as the drawback of increasing the fill-in and thus the operational complexity. SuiteSparseQR does some kind of reank-revealing QR factorization without permuting the columns of |
Thank you @abuttari ! |
I am having a hard time to understand what permutation is automatically done in QRMumps.
More precisely, I am trying to implement a
QLP
factorization in order to solve the least-norm problemThis requires taking a QR factorization with a rank revealing column permutation if I understand correctly.
My question is: are the permutations in QRMumps appropriate for this ?
I have been trying to implement it for a while but can't get it to work on larger problems where specific permutations (I am guessing rank revealing ones) are necessary.
QRMumps.jl/docs/src/control_parameters.md
Lines 22 to 25 in e458114
In all cases, perhaps the documentation could be a little more specific on the permutations performed ?
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