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Missing dormqr equivalent in MKL Compact API for QR-based Batch Solve

ivanp
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I would like to solve a batch of (square) linear systems using the compact/interleaved QR factorization routine, mkl_?geqrf_compact. However, I am struggling to find the documented "compact" way to complete the linear system solve AX=B using the QR factorization. The matrices I'm interested in have a strange structure, meaning that the non-pivoting LU factorization is not applicable.

In standard LAPACK, I would use dormqr to compute Q^T B and then dtrsm for the back-substitution R X = (Q^T B).

Additionally, are there any technical white papers or articles (for instance, in Intel Parallel Universe Magazine) that provide a deep dive into the Compact/Interleaved solver suite?

Thank in advance for any advice.




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