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From "Imran Younus (JIRA)" <j...@apache.org>
Subject [jira] [Assigned] (SYSTEMML-1161) Implementing QR factorization in dml
Date Mon, 01 May 2017 18:11:04 GMT

     [ https://issues.apache.org/jira/browse/SYSTEMML-1161?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Imran Younus reassigned SYSTEMML-1161:
--------------------------------------

    Assignee: Imran Younus

> 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
>            Assignee: 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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