QR Factorization - support for tall, skinny matrices

[smh]

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?

[Gennady_F_Intel]

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

[Chao_Y_Intel]

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]

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]

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]

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.