|[eigen] Blocked QR algorithm - lapack compatible ?|
[ Thread Index |
| More lists.tuxfamily.org/eigen Archives
I'm trying to implement a blocked QR algorithm, using the code from
I'm using the algorithm used in lapack routine dgeqrf : first I make the
reduction of a panel of the input matrix, then I build the "T" triangular
factor in H=I-VT'V' that defines the blocked householder transformation,
then I apply this transformation to the trailing submatrix by a left
multiplication. Then I iterate the process.
I think that the current implemantation of householderQR does not comply
with lapack routine. The coefficients in hCoeffs() does actually not have
the same meaning than the one in the TAU vector found in dgeqrf. When
applying dlarft and dlarfb with hCoeffs to a partially reduced matrix, I
end with mostly different results than the one furnished by a complete
eigen householder decomposition (strangly the first row is correct).
I suspect that the applyhousolderfrom the left use the coefficient in a
different war than dlarf in lapack does.
Is there some doc on how hcoeffs from eigen and tau from lapack are