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

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] Blocked QR algorithm - lapack compatible ?*From*: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>*Date*: Wed, 2 Jun 2010 11:33:13 +0200*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:received:mime-version:received:in-reply-to :references:from:date:message-id:subject:to:content-type; bh=DWfjjA8kk37vGHhjzbkDjnhT1O0ywg8Gtachf5r4FrA=; b=gL9i+qsw6hXBn2KEPuvtH0UMxUO4qjROjVgptDZ7vmk+mU1qEFIquNFOuma2TACxLx 3+V8X3vkMV/HsfvWyCWsuDbseQwOiy0m6Jex0ai5tyqSj8IRWO6xPuFErZyiHc9Ov1l1 +Ub2slth5jwXJJqm7Roelgi7l4DiQfy/6BpSk=*Domainkey-signature*: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=mime-version:in-reply-to:references:from:date:message-id:subject:to :content-type; b=MQVfK699DwX1mVUeloULRoRXxUzmQjciQ6yKe8zTgQ5m1eWwdXC+OS3NsVhd4bcMda kjFnmK1lhXoR8T6Cw3GoZIunwvLSKiXDggXiMLzDRZ3QBzMv68Tovz1lMsCeqOB0G0Cy Ph+Sjt/QH/pIUte83Q7mvFqjssMhwaCDc7ibY=

sorry but our householder factor should really be the same than Lapack. Our makeHouseholder computes the same thing than the Lapack dlarfg routine.

gael

On Fri, May 21, 2010 at 6:30 PM, Benoit Jacob <jacob.benoit.1@xxxxxxxxx> wrote:

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.

> 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

>

>

>

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

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