I am trying to solve a linear least squares problem using HouseholderQR.

The system of equations is:
Ax=b
Where A is an m*n design matrix.
I decompose A using Householder QR. Now I would like to solve my system for 1,2,3,4...k factors where k<=n

In Eigen, given a QR object, is it possible for me to specify the number of columns(k) to use of the QR decomposition for solving?

You will have to write your own solving code:

Code: Select all

   c = b;
   c.applyOnTheLeft(householderSequence( qr.matrixQR().leftCols(k),  qr.hCoeffs().head(k)).transpose() );
   qr.matrixQR()
       .topLeftCorner(k, k)
       .template triangularView<Upper>()
       .solveInPlace(c.topRows(k));

    x.topRows(k) = c.topRows(k);
    x.bottomRows(x.row(s)-k).setZero();


btw, what's the use case for that?