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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?

smh

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12-08-2011
06:31 AM

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QR Factorization - support for tall, skinny matrices

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QR factorization routines are threaded but the efficiency of theirs implementation is depended on the input problem sizes.

Gennady_F_Intel

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12-08-2011
08:03 PM

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Chao_Y_Intel

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12-09-2011
01:19 AM

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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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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.

styc

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12-09-2011
10:35 PM

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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.

TimP

Black Belt

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12-10-2011
04:46 AM

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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.

smh

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12-19-2011
06:27 AM

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For more complete information about compiler optimizations, see our Optimization Notice.