Tiled QR factorization algorithms

  • Authors:
  • Henricus Bouwmeester;Mathias Jacquelin;Julien Langou;Yves Robert

  • Affiliations:
  • University of Colorado Denver;ENS Lyon, France;University of Colorado Denver;ENS Lyon, France

  • Venue:
  • Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis
  • Year:
  • 2011

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Abstract

This work revisits existing algorithms for the QR factorization of rectangular matrices composed of p × q tiles, where p ≥ q. Within this framework, we study the critical paths and performance of algorithms such as Sameh-Kuck, Fibonacci, Greedy, and those found within PLASMA. Although neither Fibonacci nor Greedy is optimal, both are shown to be asymptotically optimal for all matrices of size p = q2f(q), where f is any function such that lim+∞ f = 0. This novel and important complexity result applies to all matrices where p and q are proportional, p = λq, with λ ≥ 1, thereby encompassing many important situations in practice (least squares). We provide an extensive set of experiments that show the superiority of the new algorithms for tall matrices.