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WIP: Use dense LAPACK routines via block-tridiagonal view for banded * and qr

Open dlfivefifty opened this issue 5 years ago • 3 comments

This should make QR and banded * banded operations much faster by leveraging fast dense linear algebra for blocks

dlfivefifty avatar Feb 23 '20 17:02 dlfivefifty

Codecov Report

Merging #159 into master will decrease coverage by 1.16%. The diff coverage is 0.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #159      +/-   ##
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- Coverage   72.77%   71.60%   -1.17%     
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  Files          21       22       +1     
  Lines        2516     2557      +41     
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  Hits         1831     1831              
- Misses        685      726      +41     
Impacted Files Coverage Δ
src/generic/diagblockview.jl 0.00% <0.00%> (ø)

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codecov[bot] avatar Feb 23 '20 19:02 codecov[bot]

What's needed for this to merge? Just more tests?

MasonProtter avatar Apr 06 '20 17:04 MasonProtter

It hasn't been done yet, it's just a bunch of experiments at the moment.

I got disheartened when I realized LAPACK's tpqrt2! is slower than just copying to a matrix and doing a dense QR.

For banded * banded, the issue is that there is apparently no BLAS triangular * triangular.

dlfivefifty avatar Apr 06 '20 18:04 dlfivefifty