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*: Mon, 7 Jun 2010 11:27:09 -0400*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:content-type :content-transfer-encoding; bh=XIpkISVz9nEDGTTc5cRZSg6HV4I+C11UySiUIiRetBc=; b=jPWr/JWyCEE/J3QdiNWL3vnWJ1FU7RU2cw3LpVs7j359fhvMkNz2c2eIr7PEN4eQDb hrQXN0w8vKkWF/2k3LWlvExj/rEQmp1FDjrJAG5XdrRzx17nKRl2kuhxzG0i3iWGyBCu u6IMDr+EAprK95QUIpgYmg3fVS1/FA3XpyTo4=*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 :content-type:content-transfer-encoding; b=R+gqw3vN245fTt5xvoGbrRjGm5TADS3J1Rkq45ntZ/VTsWyLYISOVIE3nihCdkHLMU hahEpKKEKruUgzG4kfYdgN06GVfR/64bq126Clk/83DT1lXWWxLNCKh6gl03LiZBvGZH KnDeuNS//SRaZPxXE9u/G2Js8LtzakPE7myEA=

I'm pretty sure that out householder stuff isn't LAPACK compatible: either our hCoeffs or our housholder vectors are different. Don't remember which. Since Gael says the hCoeffs are compatible, I guess it's the vectors then, that are different. Benoit 2010/6/7 <vincent.lejeune@xxxxxxxxxx>: > Hi, > > > > so there is some error in my code, but I don't see where... > > > > I wished to write a blocked-Householder applying function like DLARFB in > > Lapack. > > This routine compute C:=C-V*T*V'*C, where the i-th column of V store the > > vector that defines the i-th householder factor. > > Indeed H = H1 * H2 * H3... * Hn can be written H = I - V * T * V', where T > > is a triangular factor, whose elements depends on V and on taus factor. > > T is computed by DLARFT in Lapack. > > > > I've attached a header file that contain my implemantation of such > > functions. It seems that they return the same results than Lapack routines, > > but the result of a QR decomposition is not the same than Eigen's one. > > Maybe you could give it an eye and find where is the issue...Thanks > > > > Vincent > > > > > > On Wed, 2 Jun 2010 11:33:13 +0200, Gael Guennebaud > > <gael.guennebaud@xxxxxxxxx> wrote: > >> 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. > >>> > >>> 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 > >>> > > >>> > > >>> > > >>>

**Follow-Ups**:**Re: [eigen] Blocked QR algorithm - lapack compatible ?***From:*Benoit Jacob

**References**:**Re: [eigen] Blocked QR algorithm - lapack compatible ?***From:*Gael Guennebaud

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

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