[Gretl-users] QR versus Cholesky decomposition

[Talha Yalta]

Professor Cottrell:
During my testing of gretl using the StRD linear regressions test
suit, I found that QR decomposition performs better than the Cholesky
decomposition and sent you a pdf file containing a table comparing the
two methods. QR method mostly creates higher number of accurate digits
and is able to produce a solution for the Flip data set, where
Cholesky fails.

In the light of this evidence I wrote my paper and prepared the
summary tables assuming the new default for linear regressions would
be the QR decomposition. I see that the new snapshots still have
Cholesky as the default. If Cholesky will stay as the default in the
new version, please let me know so that I can update my tables.

I am attaching the pdf file containing the comparisons.
Sincerely,
Talha


-- 
A positive attitude may not solve all your problems, but it will annoy
enough people to make it worth the effort. - Herm Allbright
(1876-1944)
--
-------------- next part --------------
A non-text attachment was scrubbed...
Name: QR-versus-Cholesky.pdf
Type: application/pdf
Size: 66567 bytes
Desc: not available
Url : http://lists.wfu.edu/pipermail/gretl-users/attachments/20060720/096803e7/QR-versus-Cholesky.pdf