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F#unctional Londoners Meetup Group:QR Decomposition

QR Decomposition

Parallel qr decomposition

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This lecture takes the audience from a tiny numerically-robust implementation of a common linear algebra algorithm through several stages of optimization, culminating in a high-performance solution that easily outperforms Intel’s Math Kernel Library. The algorithm studied is QR decomposition, which is commonly used for linear least squares best fit.

Just a thought...
If you are interested in F#, you may like to check out our Beginning F# Workshop, by Robert Pickering

event tag: #fsharpsm

other tags: f#, fsharp, qr-decomposition, developer, algorithm, latency, #functionalpx, #skillsmatter

ABOUT JON HARROP

More about Jon Harrop

ABOUT THE F#UNCTIONAL LONDONERS MEETUP GROUP

F#unctional Londoners is a newly launched meetup group that aims to bring together Londoners with an interest in functional programming with F#.
More about the F#unctional Londoners Meetup Group

PODCAST QR DECOMPOSITION

This session took part at the Automate your Agile Acceptance Tests. You can view the other 1 podcast here.

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