The Householder reflections used in LAPACK's QR factorization leave positive and negative real entries along R's diagonal. This is sufficient for most applications of QR factorizations, but a few require that R have a non-negative diagonal. This note provides a new Householder generation routine to produce a non-negative diagonal. Additionally, we find that scanning for trailing zeros in the generated reflections leads to large performance improvements when applying reflections with many trailing zeros. Factoring low-profile matrices, those with non-zero entries mostly near the diagonal (e.g. band matrices), now requires far fewer operations. For example, QR factorization of matrices with profile width b that are stored densely in an nxn matrix improves from O(n^3) to O(n^2 + n b^2).
Title
Non-Negative Diagonals and High Performance on Low-Profile Matrices from Householder QR
Published
2008-05-30
Full Collection Name
Electrical Engineering & Computer Sciences Technical Reports
Other Identifiers
EECS-2008-76
Type
Text
Extent
15 p
Archive
The Engineering Library
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