Re: [eigen] Blocked QR algorithm - lapack compatible ? |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] Blocked QR algorithm - lapack compatible ?*From*: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>*Date*: Fri, 21 May 2010 12:30:18 -0400*Cc*: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:mime-version:received:received:in-reply-to :references:date:message-id:subject:from:to:cc:content-type; bh=ALiMJKHkATR6YgaQ4GxGmRox62Dl5RiS9pZg6231/T4=; b=VHIf75T12XkkGcLdE3lY2MrTptA3aeun9jF5dZd3f9OELTWchDToBbrLJPc3VZvfsB FCIT7z+2sMeApslGaXucr3rPCvkwKHU1osyfJ1O9bVjwb4SmRzEGuO2SJ6zJ9oeEX+DO wVtfNT6J+om0xoeco6l6AJbuy4OzIxMTArBUY=*Domainkey-signature*: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=mime-version:in-reply-to:references:date:message-id:subject:from:to :cc:content-type; b=GsCi6WZnQsj07jurt+GqCbNQRmgJaakSy9y+yyzUNRYx/zbVv58s6I0YzsF6GEiiYH MdPGyAIGZxcgdF3cDblFyacx/d5LlwXdi8ZIuKYt1Ar40Vo2iLqk6NCQNVU/aDNPhV0/ HJASVNwxBjrA770DKKNdQxd8cV0oq+XxL9qhk=

True, our hCoeffs aren't quite the same as LAPACK's tau. I don't remember exactly but I'm sure Gael does, as he coded that, so, pinging him. Benoit 2010/5/21 <vincent.lejeune@xxxxxxxxxx>: > > Hi, > > > > I'm trying to implement a blocked QR algorithm, using the code from > > HouseholderQR. > > 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 > > related ? > > > > Thanks, Vincent > > >

**References**:**[eigen] Blocked QR algorithm - lapack compatible ?***From:*vincent.lejeune

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