# qr_multiply function in scipy.linalg

By Fabian Pedregosa.In scipy's development version there's a new function closely related to the QR-decomposition of a matrix and to the least-squares solution of a linear system. What this function does is to compute the QR-decomposition of a matrix and then multiply the resulting orthogonal factor by another arbitrary matrix. In pseudocode:

def qr_multiply(X, Y): Q, R = qr(X) return dot(Q.T, Y)

but unlike this naive implementation, `qr_multiply` is able to do
all this **without** explicitly computing the orthogonal Q matrix,
resulting both in memory and time saving. In the following picture I
measured the memory consumption as a function of time of running this
computation on a 1.000 x 1.000 matrix X and a vector Y (full code can
be found here):

It can be seen that not only `qr_multiply` is
almost twice as fast as the naive approach, but also that the memory
consumption is significantly reduced, since the orthogonal factor is
never explicitly computed. Credit for implementing the qr_multiply
function goes to Martin Teichmann.