topic QR Factorization on sparse matrices? in Intel® oneAPI Math Kernel Library

QR Factorization on sparse matrices?

Mikhail_Matrosov — Fri, 25 Mar 2011 18:06:10 GMT

Hello.

I'm trying to solve linear least squares problem on large (about 300k x 100k) sparse matrix. Is there a way to run QR Factorization on sparse matrix? Cannot find one listed in "Matrix Storage Schemes".

BTW: can I ask this question via premier support? Or it just about posting issues, not asking questions?

Thanks a lot.

QR Factorization on sparse matrices?

Gennady_F_Intel — Sat, 26 Mar 2011 04:21:35 GMT

I think there are no direct way to do that.

you can try to convert from spare to dense representation ( e.g. CSR format ) and then to use ScaLapack QR factorization.

>>BTW: can I ask this question via premier support? Or it just about posting issues, not asking questions?

no need to do that because of these are two different interfaces to the one input -:).

QR Factorization on sparse matrices?

Mikhail_Matrosov — Mon, 28 Mar 2011 08:08:49 GMT

>>I think there are no direct way to do that.

Sad... but thanks