Intel® oneAPI Math Kernel Library
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QR Factorization - support for tall, skinny matrices

smh
Beginner
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Would it be possible to get an optimized version of the routine cgeqrf, in order to speed up the QR factorization of tall, skinny matrices?
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Gennady_F_Intel
Moderator
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QR factorization routines are threaded but the efficiency of theirs implementation is depended on the input problem sizes.
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Chao_Y_Intel
Moderator
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Hello,

Could you also support the matrix size for the tall, skinny matrix? so we can track it for the future optimization consideration.

Thanks,
Chao

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styc
Beginner
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Following http://www.eecs.berkeley.edu/Pubs/TechRpts/2010/EECS-2010-131.pdf supposedly it is not too hard to produce a DIY version. The algorithm is not quite easy to understand.
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TimP
Honored Contributor III
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Investigators at Ohio State/Ohio Supercomputer center made versions of caqr using cilk+ and OpenMP. They offered to speak on it at SC11 conference. It links MKL but doesn't make significant use of it. The cilk+ organized for stride 1 inner loops runs well on Xeon 5680.
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smh
Beginner
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The matrix size of interest has a lead dimension of up to 250,000 with the other dimension on the order of one or two hundred.
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