Scientific Programming / 2015 / Article / Alg 1

Research Article

Computing Low-Rank Approximation of a Dense Matrix on Multicore CPUs with a GPU and Its Application to Solving a Hierarchically Semiseparable Linear System of Equations

Algorithm 1

Blocked QR factorization algorithm.
setup: and
while   do
  (1) panel factorization:
  for   do
    generation of Householder transformation:
    such that .
    right-looking update of panel:
  end for
  (2) computation of matrix   :
  for   do
  end for
  (3) right-looking update of trailing submatrix:
   and .
end while

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