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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