From pdalgd at gmail.com  Tue Sep 11 18:03:53 2012
From: pdalgd at gmail.com (peter dalgaard)
Date: Tue, 11 Sep 2012 18:03:53 +0200
Subject: [Rd] Suggest adding a 'pivot' argument to qr.R
In-Reply-To: <0CAEE2B1235DF643B0F5E1EAE1487B53094747F7@023-CH1MPN1-043.023d.mgd.msft.net>
References: <0CAEE2B1235DF643B0F5E1EAE1487B53094747F7@023-CH1MPN1-043.023d.mgd.msft.net>
Message-ID: <40D65328-9CBA-4E2D-AAEA-DAC0636A18F8@gmail.com>


On Sep 11, 2012, at 16:02 , Warnes, Gregory wrote:

> 
> On 9/7/12 2:42 PM, "peter dalgaard" <pdalgd at gmail.com> wrote:
> 
>> 
>> On Sep 7, 2012, at 17:16 , Tim Hesterberg wrote:
>> 
>>> I suggest adding a 'pivot' argument to qr.R, to obtain columns in the
>>> same order as the original x, so that
>>> a <- qr(x)
>>> qr.Q(a) %*% qr.R(a, pivot=TRUE)
>>> returns x.
>> 
>> That would come spiraling down in flames the first time someone tried to
>> use backsolve on it, wouldn't it? I mean, a major point of QR is that R
>> is triangular; doesn't make much sense to permute the columns without
>> retaining the pivoting permutation.
> 
> As I understand Tim's proposal, the pivot argument defaults to FALSE, so
> the new behavior would only be activated at the user's request.

Sure. I'm just saying that I see little use for the un-pivoted qr.R because, generically, the first thing you want to do with qr.R is to invert it, which is easier when it is triangular.

-- 
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com



[Rd] Suggest adding a 'pivot' argument to qr.R
peter dalgaard