An approach of the QR factorization for tall-and-skinny matrices on multicore platforms

  • Authors:
  • Sergey V. Kuznetsov

  • Affiliations:
  • Software and Services Group, Intel Corporation, Novosibirsk, Russia

  • Venue:
  • PARA'12 Proceedings of the 11th international conference on Applied Parallel and Scientific Computing
  • Year:
  • 2012

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Abstract

In this paper we focus primarily on a technique used to parallelize the LAPACK QR factorization of tall-and-skinny matrices. The modifications of the panel QR factorization we suggest neither affect the accuracy nor increase memory consumption. Results for tall-and-skinny matrices on the Intel® Xeon® platforms, and comparisons between the Intel® Math Kernel Library (Intel MKL) QR, PLASMA QR and the method proposed are provided.