A BLAS-3 version of the QR factorization with column pivoting

被引:58
作者
Quintana-Orti, G
Sun, IB
Bischof, CH
机构
[1] Duke Univ, Dept Comp Sci, Levine Sci Res Ctr, Durham, NC 27706 USA
[2] Univ Tennessee, Dept Comp Sci, Knoxville, TN 37996 USA
[3] Argonne Natl Lab, Div Math & Comp Sci, Argonne, IL 60439 USA
关键词
QR factorization; column pivoting; rank revealing factorization; block algorithm;
D O I
10.1137/S1064827595296732
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The QR factori ation with column pivoting (QRP), originally suggested by Golub [Numer. Math., 7 (1965), 206-216], is a popular approach to computing rank-revealing factori ations. Using Level 1 BLAS, it was implemented in LINPACK, and, using Level 2 BLAS, in LAPACK. While the Level 2 BLAS version delivers superior performance in general, it may result in worse performance for large matrix si es due to cache e ects. We introduce a modification of the QRP algorithm which allows the use of Level 3 BLAS kernels while maintaining the numerical behavior of the LINPACK and LAPACK implementations. Experimental comparisons of this approach with the LINPACK and LAPACK implementations on IBM RS/6000, SGI R8000, and DEC A P platforms show considerable performance improvements.
引用
收藏
页码:1486 / 1494
页数:9
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