A BLAS-3 Version of the QR Factorization with Column Pivoting

  • Authors:
  • Gregorio Quintana-Ortí;Xiaobai Sun;Christian H. Bischof

  • Affiliations:
  • -;-;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 1998

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Abstract

The QR factorization with column pivoting (QRP), originally suggested by Golub [Numer. Math., 7 (1965), 206--216], is a popular approach to computing rank-revealing factorizations. 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 sizes due to cache effects. 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 AXP platforms show considerable performance improvements.