Friday, 10 July 2009

QR decomposition: a case study in profiling and optimization

The OCaml Journal just published an article about high-performance numerical methods:

"The challenge of finding the least squares best fit of a linear sum of functions is a common problem in regression. Linear algebra provides a powerful and general solution by expressing this problem in terms of matrices and then computing the QR decomposition in order to solve the matrix equation. This article describes a remarkably simple implementation of QR decomposition in OCaml and uses it as a case study for profiling and optimization..."

To read this article and more, subscribe to The OCaml Journal today!

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