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Enable reduced QR Decomposition #11

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dcwuser opened this issue Mar 8, 2018 · 0 comments
Open

Enable reduced QR Decomposition #11

dcwuser opened this issue Mar 8, 2018 · 0 comments

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@dcwuser
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dcwuser commented Mar 8, 2018

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.

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