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6433 Discussions

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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5 Replies
Gennady_F_Intel
Moderator
75 Views
QR factorization routines are threaded but the efficiency of theirs implementation is depended on the input problem sizes.
Chao_Y_Intel
Employee
75 Views

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

styc
Beginner
75 Views
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.
TimP
Black Belt
75 Views
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.
smh
Beginner
75 Views
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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