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Posted to issues@systemml.apache.org by "Imran Younus (JIRA)" <ji...@apache.org> on 2016/12/20 21:54:59 UTC

[jira] [Created] (SYSTEMML-1161) Implementing QR factorization in dml

Imran Younus created SYSTEMML-1161:
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             Summary: Implementing QR factorization in dml
                 Key: SYSTEMML-1161
                 URL: https://issues.apache.org/jira/browse/SYSTEMML-1161
             Project: SystemML
          Issue Type: New Feature
          Components: Algorithms
            Reporter: Imran Younus
            Priority: Minor


The QR factorization can be used to solved the full-rank least square problem. It can also be used to do SVD decomposition.
This will implement the QR factorization using the Block Recursive algorithm create by Elmroth and Gustavson. A simple representation of the algorithm is presented by Golub (Algorithm 5.2.3).

Reference:
"Applying recursion to serial and parallel QR factorization leads to better performance.", E. Elmroth and F Gustavson,  IBM J. RES. DEVELOP. VOL 44 JULY 2000
"Matrix Computations", Golub and Van Loan, 4th Edition, Chapter 5. 



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