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QR-Based Rank Determination and Pivoting #479
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@dmbates While I'm reviewing, can you go ahead and write a NEWS entry for this? |
Codecov Report
@@ Coverage Diff @@
## master #479 +/- ##
==========================================
- Coverage 93.30% 93.28% -0.03%
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Files 27 27
Lines 1912 1891 -21
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- Hits 1784 1764 -20
+ Misses 128 127 -1
Continue to review full report at Codecov.
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I think this looks much cleaner. Should I try an MKL test run on the CIs?
x = deepcopy(x) # this is horrible | ||
x[:, 1] .*= 1e6 | ||
rank = searchsortedlast(dvec ./ fdv, ranktol, rev=true) | ||
@assert rank < n |
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I like having this defense here (as a reminder to us as well), but note that @assert
may disappear at some optimization levels.
I've kicked off an MKL run |
Co-authored-by: Phillip Alday <[email protected]>
I think it would be better to only do the MKL run on the Future platform. As you can see, it takes a long time to run on 1.5 |
Co-authored-by: Phillip Alday <[email protected]>
Done. |
statsrank
to compute the rank and pivot vector for a model matrix using a pivoted QR decompositionstatsqr
andstatscholesky
functions