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
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.
A positive attitude may not solve all your problems, but it will annoy
enough people to make it worth the effort. - Herm Allbright