ScaLAPACK Archives

[Scalapack] complex pivoted qr factorisation

On 10/20/11 6:01 AM, Sven Hammarling wrote:
Dear Jim,

Unless I misunderstand (quite likely!), I think that Zlatko and 
Zvonimir showed a similar example in Figure 1 of LAWN 176 - it 
certainly has a deep spike.

Once ScaLAPACK gets the LAPACK fix it will be interesting to see the 
result on David's example.

Best wishes,

Sven.
In that figure, the "true" answer is around macheps * norm(A), and 
R(i,i) drops
down way below that. So everything is tiny. I think this is the only way 
you can
get such completely out-of-order R(i,i), when everything is 
O(macheps*norm(A))
and so possibly totally losing all leading digits.
In the example from David Wang below, R(3,3) is O(norm(A)) = O(1), and 
appears after
R(2,2) =  O(macheps), which can't be explained by the bug Zlatko and 
Zvonimir found:

R(0,0) -0.707107 + 0i
R(1,1) -0.707107 + 0i
R(2,2) 8.16273e-17 + 0i
R(3,3) -0.243173 + 0i
R(4,4) 4.82605e-17 + 0i

Jim




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