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-- Gerard Jungman <jungman@lanl.gov> Los Alamos National Laboratory
--- Begin Message ---
- From: Joerg Wensch <wensch at informatik dot uni-halle dot de>
- To: jungman at lanl dot gov
- Date: Fri, 19 Mar 2004 16:43:30 +0100 (CET)
- Subject: QR-Factorization in gsl (fwd)
Dear Collegue, 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. I have attached the source-code for the non-pivotized version (which I had obtained by slight modifications of your source code -- I have left your copy-right notice on the top of the file) May be you want to accept this as a contribution to gsl. I am also willing to contribute transposed versions for pivotized algorithms when I find a time slot for doing this. Regards, Joerg. P.S. I resend this because I forgot to attach the file ... ------------------------------------ Dr. Joerg Wensch MLU Halle FB Mathematik und Informatik Institut fuer Informatik 06099 Halle Germany ------------------------------------Attachment: gsl_LQ.cc
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