QR Decomposition

28th July 2010 in London at The Skills Matter eXchange

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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.


QR Decomposition

Jon Harrop

Dr Jon Harrop BA MA MSci PhD (Cantab) managing director and cofounder, worked as a graphic design artist and computer programmer in industry from 1992 before earning four degrees in the physical sciences from the University of Cambridge. Jon is the primary author of The F#.NET Journal articles (2007-2010) and books such as OCaml for Scientists (2005), F# for Scientists (2007), Visual F# 2010 for Technical Computing (2009) and the forthcoming Multicore .NET as well as a coauthor of New Intelligent Printing Techniques (1995), Smart Cards in Transport (1997), The Future of Chipless Smart Labels (2002) and dozens of other books.