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| From | David Hoaglin <dchoaglin@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| 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) <jvverkuilen@gmail.com> wrote: > On Mon, Jan 21, 2013 at 12:44 PM, David Hoaglin <dchoaglin@gmail.com> 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. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/