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A parameterized ordering for cache-, register- and pipeline-efficient Givens QR decomposition

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Abstract

A parameterized ordering of Givens rotations and guidelines for choosing parameter values is presented in the context of QR decomposition. Although a standard selection of parameter values retrieves an ordering that corresponds to a well-known algorithm, we show that non-standard values decrease the execution time. We implement the new ordering on an Intel Pentium Pro system, a single thin POWER2 processor of the IBM SP2, and a single R8000 processor of the SGI POWER Challenge XL. On each machine, we observe performance that is more than twice that of the original ordering.

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Authors and Affiliations

  1. Sony Electronics, Inc., Santa Clara, CA, 95054, USA

    James J. Carrig Jr.

  2. Johns Hopkins University, Baltimore, MD, 21218, USA

    Gerard G.L. Meyer

Authors
  1. James J. Carrig Jr.
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  2. Gerard G.L. Meyer
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Carrig, J.J., Meyer, G.G. A parameterized ordering for cache-, register- and pipeline-efficient Givens QR decomposition. Advances in Computational Mathematics 10, 97–113 (1999). https://doi.org/10.1023/A:1018970413988

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