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<H2><A NAME="SECTION03342000000000000000"></A><A NAME="subsecblockqr"></A>
<BR>
<B><I>QR</I></B> Factorization
</H2>
<P>
The traditional algorithm for <B><I>QR</I></B>
factorization<A NAME="7857"></A> is based on the use of
elementary Householder<A NAME="7858"></A>
matrices of the general form
<BR><P></P>
<DIV ALIGN="CENTER">
<!-- MATH
\begin{displaymath}
H = I - \tau v v^T
\end{displaymath}
-->
<IMG
WIDTH="107" HEIGHT="28" BORDER="0"
SRC="img219.png"
ALT="\begin{displaymath}
H = I - \tau v v^T
\end{displaymath}">
</DIV>
<BR CLEAR="ALL">
<P></P>
where <B><I>v</I></B> is a column vector and <IMG
WIDTH="14" HEIGHT="16" ALIGN="BOTTOM" BORDER="0"
SRC="img220.png"
ALT="$\tau$">
is a scalar.
This leads to an algorithm with very good vector performance, especially
if coded to use Level 2 BLAS.
<P>
The key to developing a block form of this algorithm is to represent a
product
of <B><I>b</I></B> elementary Householder matrices of order <B><I>n</I></B> as a block
form of a Householder matrix<A NAME="7859"></A>. This can be done in
various ways.
LAPACK uses the following form [<A
HREF="node151.html#Schreiber87a">90</A>]:
<BR><P></P>
<DIV ALIGN="CENTER">
<!-- MATH
\begin{displaymath}
H_1 H_2 \ldots H_b = I - V T V^T
\end{displaymath}
-->
<IMG
WIDTH="196" HEIGHT="30" BORDER="0"
SRC="img221.png"
ALT="\begin{displaymath}
H_1 H_2 \ldots H_b = I - V T V^T
\end{displaymath}">
</DIV>
<BR CLEAR="ALL">
<P></P>
where <B><I>V</I></B> is an <B><I>n</I></B>-by-<B><I>b</I></B> matrix whose columns are the individual vectors
<!-- MATH
$v_1, v_2, \ldots , v_b$
-->
<IMG
WIDTH="98" HEIGHT="30" ALIGN="MIDDLE" BORDER="0"
SRC="img222.png"
ALT="$v_1, v_2, \ldots , v_b$">
associated with the Householder matrices
<!-- MATH
$H_1, H_2,
\ldots , H_b$
-->
<IMG
WIDTH="116" HEIGHT="32" ALIGN="MIDDLE" BORDER="0"
SRC="img223.png"
ALT="$H_1, H_2,
\ldots , H_b$">,
and <B><I>T</I></B> is an upper triangular matrix of order <B><I>b</I></B>.
Extra work is required to compute the elements of <B><I>T</I></B>, but once again this
is compensated for by the greater speed of applying the block form.
Table <A HREF="node69.html#tabqr">3.10</A>
summarizes results obtained with the LAPACK routine DGEQRF<A NAME="7862"></A>.
<P>
<BR>
<DIV ALIGN="CENTER">
<A NAME="tabqr"></A>
<DIV ALIGN="CENTER">
<A NAME="7864"></A>
<TABLE CELLPADDING=3 BORDER="1">
<CAPTION><STRONG>Table 3.10:</STRONG>
Speed in megaflops of DGEQRF for square matrices of order <B><I>n</I></B></CAPTION>
<TR><TD ALIGN="LEFT"> </TD>
<TD ALIGN="CENTER">No. of</TD>
<TD ALIGN="CENTER">Block</TD>
<TD ALIGN="CENTER" COLSPAN=2>Values of <B><I>n</I></B></TD>
</TR>
<TR><TD ALIGN="LEFT"> </TD>
<TD ALIGN="CENTER">processors</TD>
<TD ALIGN="CENTER">size</TD>
<TD ALIGN="RIGHT">100</TD>
<TD ALIGN="RIGHT">1000</TD>
</TR>
<TR><TD ALIGN="LEFT">Dec Alpha Miata</TD>
<TD ALIGN="CENTER">1</TD>
<TD ALIGN="CENTER">28</TD>
<TD ALIGN="RIGHT">141</TD>
<TD ALIGN="RIGHT">363</TD>
</TR>
<TR><TD ALIGN="LEFT">Compaq AlphaServer DS-20</TD>
<TD ALIGN="CENTER">1</TD>
<TD ALIGN="CENTER">28</TD>
<TD ALIGN="RIGHT">326</TD>
<TD ALIGN="RIGHT">444</TD>
</TR>
<TR><TD ALIGN="LEFT">IBM Power 3</TD>
<TD ALIGN="CENTER">1</TD>
<TD ALIGN="CENTER">32</TD>
<TD ALIGN="RIGHT">244</TD>
<TD ALIGN="RIGHT">559</TD>
</TR>
<TR><TD ALIGN="LEFT">IBM PowerPC</TD>
<TD ALIGN="CENTER">1</TD>
<TD ALIGN="CENTER">52</TD>
<TD ALIGN="RIGHT">45</TD>
<TD ALIGN="RIGHT">127</TD>
</TR>
<TR><TD ALIGN="LEFT">Intel Pentium II</TD>
<TD ALIGN="CENTER">1</TD>
<TD ALIGN="CENTER">40</TD>
<TD ALIGN="RIGHT">113</TD>
<TD ALIGN="RIGHT">250</TD>
</TR>
<TR><TD ALIGN="LEFT">Intel Pentium III</TD>
<TD ALIGN="CENTER">1</TD>
<TD ALIGN="CENTER">40</TD>
<TD ALIGN="RIGHT">135</TD>
<TD ALIGN="RIGHT">297</TD>
</TR>
<TR><TD ALIGN="LEFT">SGI Origin 2000</TD>
<TD ALIGN="CENTER">1</TD>
<TD ALIGN="CENTER">64</TD>
<TD ALIGN="RIGHT">173</TD>
<TD ALIGN="RIGHT">451</TD>
</TR>
<TR><TD ALIGN="LEFT">SGI Origin 2000</TD>
<TD ALIGN="CENTER">4</TD>
<TD ALIGN="CENTER">64</TD>
<TD ALIGN="RIGHT">55</TD>
<TD ALIGN="RIGHT">766</TD>
</TR>
<TR><TD ALIGN="LEFT">Sun Ultra 2</TD>
<TD ALIGN="CENTER">1</TD>
<TD ALIGN="CENTER">64</TD>
<TD ALIGN="RIGHT">20</TD>
<TD ALIGN="RIGHT">230</TD>
</TR>
<TR><TD ALIGN="LEFT">Sun Enterprise 450</TD>
<TD ALIGN="CENTER">1</TD>
<TD ALIGN="CENTER">64</TD>
<TD ALIGN="RIGHT">48</TD>
<TD ALIGN="RIGHT">329</TD>
</TR>
</TABLE>
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<ADDRESS>
<I>Susan Blackford</I>
<BR><I>1999-10-01</I>
</ADDRESS>
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