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Re: st: mean centering


From   David Hoaglin <[email protected]>
To   [email protected]
Subject   Re: st: mean centering
Date   Mon, 21 Jan 2013 13:25:52 -0500

A Householder transformation is actually a reflection.

David Hoaglin

On Mon, Jan 21, 2013 at 1:10 PM, JVerkuilen (Gmail)
<[email protected]> wrote:
> On Mon, Jan 21, 2013 at 12:44 PM, David Hoaglin <[email protected]> wrote:
>> Thanks for the link!
>>
>> Michael Heath's comparison gives both operation counts and relative
>> error.  As he says, the relative error of Householder QR is the best
>> possible, but SVD is more robust and reliable (at the cost of a
>> substantially greater operation count).
>
> SVD has Householder rotations inside, as I recall. As I said it was
> quite a while ago when I took Heath's class, which was excellent.
> Great teacher!
>
> The rest of the lecture notes are similarly on par.
> http://www.cse.uiuc.edu/heath/scicomp/ has all the course material.
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