QR Decomposition With Pivoting

Open discussion for MAGMA library (Matrix Algebra on GPU and Multicore Architectures)

QR Decomposition With Pivoting

Postby aada3 » Wed Jun 29, 2016 4:44 pm

I am trying to perform the QR Decomposition of a square, complex matrix with pivoting. Can I use cqeqp3_gpu to get R and the pivoting vector, followed by cungqr_gpu to output Q? The cungqr_gpu description mentions that it uses the outputs of cgeqrf_gpu, but does not mention cgeqp3_gpu.
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Re: QR Decomposition With Pivoting

Postby mgates3 » Mon Jul 11, 2016 10:19 am

Yes, it appears that cungqr works with the output of cgeqp3. You can check by computing || A*P - Q*R || / (m * ||A||), where P is the permutation defined by jpvt. [See LAPACK working note 41 for error checks.]

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