topic Matrix Q of QR decomposition in IntelĀ® oneAPI Math Kernel Library
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Matrix-Q-of-QR-decomposition/m-p/803800#M3269
Hello,<BR />I need to obtain matrix Q of QR decomposition, so I've been using function *geqrf followed by *orgqr and it performs well. The problem is when I use this functions with threaded mkl where i've got good speed up with *geqrf, but no speed up with *orgqr. I've seen user's manual and it seems that *orgqr is not a threaded function; is there any other possibility to obtain the matrix Q with a threaded function??<BR />thanks!!<BR />JorgeFri, 11 Feb 2011 08:24:19 GMTJorge_Lorente2011-02-11T08:24:19ZMatrix Q of QR decomposition
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Matrix-Q-of-QR-decomposition/m-p/803800#M3269
Hello,<BR />I need to obtain matrix Q of QR decomposition, so I've been using function *geqrf followed by *orgqr and it performs well. The problem is when I use this functions with threaded mkl where i've got good speed up with *geqrf, but no speed up with *orgqr. I've seen user's manual and it seems that *orgqr is not a threaded function; is there any other possibility to obtain the matrix Q with a threaded function??<BR />thanks!!<BR />JorgeFri, 11 Feb 2011 08:24:19 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Matrix-Q-of-QR-decomposition/m-p/803800#M3269Jorge_Lorente2011-02-11T08:24:19ZMatrix Q of QR decomposition
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Matrix-Q-of-QR-decomposition/m-p/803801#M3270
Are you sure that you need Q in <I>explicit </I>form rather than as a product of Householder vectors? Often, Q is only an intermediate result of no intrinsic interest, and is no longer needed after forming a matrix-vector product such as Q.v .Fri, 11 Feb 2011 12:12:59 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Matrix-Q-of-QR-decomposition/m-p/803801#M3270mecej42011-02-11T12:12:59ZMatrix Q of QR decomposition
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Matrix-Q-of-QR-decomposition/m-p/803802#M3271
I need matrix Q because I need the nullspace of a matrix, and the nullspace of a matrix is formed by the last columns of matrix Q of the QR decomposition of this matrix. But the nullspace is not a final result, because then I use nullspace in a matrix-matrix product...so it means that someway I can perform this matrix-matrix multiplication without obtaning matrix Q in explicit form?? <BR />Thanks!!! :)Fri, 11 Feb 2011 17:21:22 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Matrix-Q-of-QR-decomposition/m-p/803802#M3271Jorge_Lorente2011-02-11T17:21:22ZMatrix Q of QR decomposition
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Matrix-Q-of-QR-decomposition/m-p/803803#M3272
Hi Jorge, you are right, all of these routines (?(or/un)gqr) are not threaded yet.<DIV><P>This issue has been submitted to our internal development tracking
database for further investigation, we will inform you once a new update
becomes available.</P><P>Here is a bug tracking number for your reference: <B>200206100</B>.</P><P>--Gennady</P></DIV>Wed, 16 Feb 2011 15:06:27 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Matrix-Q-of-QR-decomposition/m-p/803803#M3272Gennady_F_Intel2011-02-16T15:06:27ZMatrix Q of QR decomposition
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Matrix-Q-of-QR-decomposition/m-p/803804#M3273
Thanks Gennady!<BR /><BR />But I have one more question...I have tested function 'dormqr()' being matrix C an identity matrix and as expected, I have same results as using 'dorgqr()' function. As we can see in the manual, 'dormqr()' is a threaded function, so I've got matrix Q faster than with 'dorgqr()', but for my surprise when I run both functions in sequential MKL 'dormqr()' is near 3 times faster than 'dorgqr()'. How is it posible if both functions make the same and 'dormqr()' also make a matrix-matrix multiplication?<BR /><BR />thanks!! :)<BR />Jorge <BR />Thu, 17 Feb 2011 09:11:30 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Matrix-Q-of-QR-decomposition/m-p/803804#M3273Jorge_Lorente2011-02-17T09:11:30Z