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Mikhail_Matrosov

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03-25-2011
11:06 AM

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QR Factorization on sparse matrices?

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.

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Gennady_F_Intel

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03-25-2011
09:21 PM

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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 -:).

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Gennady_F_Intel

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03-25-2011
09:21 PM

69 Views

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 -:).

Mikhail_Matrosov

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03-28-2011
01:08 AM

68 Views

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

Sad... but thanks

Sad... but thanks

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