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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>
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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
>
>
>