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Enable reduced QR Decomposition

Open dcwuser opened this issue 6 years ago • 0 comments

We use QR decomposition to do MultiLinearRegression. The QRDecomposition produces the full n X n Q, which is too big for memory for large data sets (e.g. n = 10000). But we don't need the full Q for this case, so we should provide at least an internal method for producing the reduced Q.

dcwuser avatar Mar 08 '18 07:03 dcwuser