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Can QR Decomposition Be Actually Faster? Schwarz-Rutishauser Algorithm

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3 Jan 2022CPOL34 min read 22.4K   269   11  
Optimizing the performance of the large-sized matrices QR factorization and eigendecomposition, using Schwarz-Rutishauser algorithm
An audience of this article's readers will find out about the efficient Schwarz-Rutishauser algorithm, widely used for optimal large-sized matrices QR factorization, as well as the eigendecomposition, based on the QR algorithm. The QR decomposition open source project, developed using Anaconda Python 3.6, implements the modified Gram-Schmidt, Householder Reflections, and Schwarz-Rutishauser algorithms. The project's demo application performs the real or complex matrices QR-decomposition, by using each of these methods, surveying the Schwarz-Rutishauser algorithm's performance, compared to the other algorithms, and providing the performance summary report, as an output.

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This article, along with any associated source code and files, is licensed under The Code Project Open License (CPOL)


Written By
Software Developer (Senior) EpsilonDev
Ukraine Ukraine
I’m software developer, system analyst and network engineer, with over 20 years experience, graduated from L’viv State Polytechnic University and earned my computer science and information technology master’s degree in January 2004. My professional career began as a financial and accounting software developer in EpsilonDev company, located at L’viv, Ukraine. My favorite programming languages - C/C++, C#.NET, Java, ASP.NET, Node.js/JavaScript, PHP, Perl, Python, SQL, HTML5, etc. While developing applications, I basically use various of IDE’s and development tools, including Microsoft Visual Studio/Code, Eclipse IDE for Linux, IntelliJ/IDEA for writing code in Java. My professional interests basically include data processing and analysis algorithms, artificial intelligence and data mining, system analysis, modern high-performance computing (HPC), development of client-server web-applications using various of libraries, frameworks and tools. I’m also interested in cloud-computing, system security audit, IoT, networking architecture design, hardware engineering, technical writing, etc. Besides of software development, I also admire to write and compose technical articles, walkthroughs and reviews about the new IT- technological trends and industrial content. I published my first article at CodeProject in June 2015.

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