[Gretl-users] QR versus Cholesky decomposition

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) --