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Recursive QR factorization for tall skinny matrices #862
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November 30, 2024 04:20
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Initial implementation of the recursive QR factorization algorithm for tall skinny matrices that is motivated by the paper
"Applying recursion to serial and parallel QR factorization" by Eric Elmroth and Fred Gustavson
August 2000IBM Journal of Research and Development 44(4):605 - 624
DOI:10.1147/rd.444.0605 https://www.researchgate.net/publication/224103218_Applying_recursion_to_serial_and_parallel_QR_factorization
The recursive algorithm uses Level 3 BLAS operations for constructing the block Householder transformation
H = eye - Y * T * Y', T is triangular
Other characteristics: