[Rd] qr(x,LAPACK=TRUE) (PR#2867)

[Prof Brian Ripley]

Thanks for this.

On Mon, 28 Apr 2003 simon at stats.gla.ac.uk wrote:

> I think there is a problem with the LAPACK version of qr() in version
> 1.7.0. (version below).
> 
> 1. The documentation states that LAPACK=TRUE is the default, but the code
> has LAPACK=FALSE.

The code is the intended. Originally I intended to change the default, but 
discovered that quite a bit of code depended on the (generous) tolerance 
in the previous qr, not least to determine the rank.

> 2. With LAPACK=TRUE qr() is never pivoting, even in cases where it very
> clearly should be. e.g.

Well, it did pivot sometimes.  I had assumed that jpvt was zeroed, but it
was not guaranteed.  In fact I got pivoting sometimes in your example,
which threw me for a while.  It is now explicitly zeroed in R-patched, and
seems to be solved.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595