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Jorge_Lorente

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02-24-2011
07:48 AM

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Matrix Q of QR decomposition

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. I have also 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?

thanks!! :)

Jorge

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Gennady_F_Intel

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02-25-2011
12:34 AM

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1. Yes you are right. The allfunctions ?(or/un)gqr are not threaded. We will do that in one of the next updates.

2. regardingdormqr : what size of the tasks?

--Gennady

Jorge_Lorente

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03-02-2011
07:50 AM

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Thanks Gennady

Gennady_F_Intel

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03-11-2011
09:50 AM

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For the dormqr these sizes are enough to see the performance benefitsof using threading.

Jorge_Lorente

Beginner

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03-14-2011
01:48 AM

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