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Nonnegative Diagonals and High Performance on Low-Profile Matrices from Householder QR

SIAM J. Sci. Comput. Volume 31, Issue 4, pp. 2832-2841 (2009)

Published July 3, 2009
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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 nonnegative diagonal. This note describes a new Householder generation routine to produce a nonnegative 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 nonzero entries mostly near the diagonal (e.g., band matrices), now require far fewer operations. For example, $QR$ factorization of matrices with profile width $b$ that are stored densely in an $n\times n$ matrix improves from $O(n^3)$ to $O(n^2+nb^2)$. These routines are in LAPACK 3.2.

©2009 Society for Industrial and Applied Mathematics
History: Received May 30, 2008; accepted February 27, 2009; published July 3, 2009
Permalink: http://dx.doi.org/10.1137/080725763

KEYWORDS and AMS

Keywords
AMS Subject Classifications
15-04, 15A23, 65F30

PUBLICATION DATA

ISSN:
1064-8275 (print)   1095-7197 (online)
Publisher:
AIP is a member of CrossRef SIAM

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