Andreas Noack
Andreas Noack
Do we know anything about the error properties of this algorithm?
LAWN3 section 7 describes some tests that we should use for SVD testing but most likely they are included in the LAPACK tests.
Yes, definitely. It's been a long time since I've been looking at the RFP code and it might need some updating. Adding eigen factorizations for the RFP would be great...
I've taken a look at it. Most of the fixes were straight forward. At least when you are used to Julia's linear algebra code but the `getindex` was little tedious...
Thanks. I might try to write something up as part of making this package ready for 0.7.
That would be great. There is absolutely no reason why the base implementation uses `gesv!` directly. Instead of `LAPACK.gesv!(V-U, X)` is should just do `ldiv!(lu!(V-U), X)`. It would be great...
Yes. Did you get around looking into a generic `gebal` or is your version still not balancing?
@maleadt Do you think these changes are just workarounds and the proper fix should happen elsewhere or do you think these changes should just be added here?
At least we agree with R ``` jl julia> R"rank(c(NaN,NaN,NaN,NaN,NaN,NaN))" RCall.RObject{RCall.RealSxp} [1] 1 2 3 4 5 6 ```
I'm not sure. It seems to me that we are actually kind of following the logic of `NaN`s here, but I agree that it would be unfortunate to draw conclusions...