[Fwd: QR-Factorization in gsl (fwd)]

Brian Gough bjg@network-theory.co.uk
Wed Mar 24 11:23:00 GMT 2004


 > From: Joerg Wensch <wensch@informatik.uni-halle.de>
 > To: jungman@lanl.gov
 > Subject: QR-Factorization in gsl (fwd)
 > 
 > we were using the QR-decomposition written by you
 > for the gsl. We recogniced that the row-oriented
 > format decreases performance considerably for larger
 > matrices. We had a 10000 by 160 matrix were
 > the composition took very long (about 45 sec.).
 > 
 > It is clear to that it is a lot of extra work
 > to allow both formats (row+col major)
 > in the matrix class. I propose a simple workaroud:
 > To add besides an QR-decomposition an LQ-decomposition too.
 > 
 > I have used an LQ-decomposition for the large matrix
 > (now in 160 times 10000 format) which gave a speedup of
 > 13 on our architecture. 

Thanks for the suggestion! I will look at that.

One thing I know is that the 'hm' routines in householder.c could also
benefit from using BLAS (although that is not a substitute for using
the right algorithm, of course).

-- 
Brian Gough

Network Theory Ltd

Tel: +44 (0)117 3179309
Fax: +44 (0)117 9048108
Web: http://www.network-theory.co.uk/



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