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Re: replacement of CXSPARSE by SPQR

From: Simon Hau
Subject: Re: replacement of CXSPARSE by SPQR
Date: Fri, 19 Jul 2019 23:55:30 +0200

Hello Marco,

thank you for the link. I tested two of the code examples in the bug report, see attachment
sparse_qr_test.m. They both worked without errors. I also created a patch with my current changes (see attachement test_spqr.patch).

Some remarks:
*) I changed the methods Q and R only for the REAL-case.
*) Output E is a permutation vector. If E is considered as column permutation matrix, Q * R = A * E holds.
*) This is only a test patch. There are many issues in the patch that I will have to improve or reconsider. E.g. error handling, handling of econ parameter, handling of order parameter (currently I chose SPQR_ORDERING_DEFAULT) etc.
*) In order to link the executable to the spqr-library, I exported the shell variable "LIBS=-lspqr" before calling the configure script. As a result the Makefile-variable LIBOCTAVE_LINK_DEPS contains "-lspqr". On my os, Ubuntu 18.04, libspqr.so is found in /usr/lib/x86_64-linux-gnu/ and it is part of the package libsuitesparse-dev. 


Am Fr., 19. Juli 2019 um 13:37 Uhr schrieb Marco Caliari <address@hidden>:
Hi Simon,

have you seen


Does your code fix that problem?


On Fri, 19 Jul 2019 12:32:41 +0200
Simon Hau <address@hidden> wrote:

> Hello Kai,
> yes, I would like to work on this project. I replaced the CXSPARSE
> function calls in the sparse_qr_rep-constructor and in the R- and
> Q-methods by the corresponding SPQR function calls (for the
> REAL-case). I tested those changes by starting Octave with the
> run-octave-script and calling [Q,R] = qr(A). It seems to work.
> Nevertheless I am newbie to C++ and I have only a basic undestanding
> of (sparse) numerical linear algebra. So I can't give any guaratees
> about the time I will need to replace all CXSPARSE functionality.
> Maybe I will have to ask some questions in this mailing list if I
> don't know what to do next.
> Simon
> Am Fr., 19. Juli 2019 um 07:37 Uhr schrieb Kai Torben Ohlhus <
> address@hidden>: 
> > On 7/19/19 7:23 AM, Simon Hau wrote: 
> > > Hello,
> > >
> > > I have a question concerning the Open-Projects-List
> > > (https://wiki.octave.org/Projects). Is there still a need for
> > > replacing CXSPARSE by SPQR?
> > >
> > > Regards
> > >
> > > Simon 
> >
> > Dear Simon,
> >
> > AFAIK Octaves development branch still uses CXSPARSE for the
> > QR-factorization of sparse matrices:
> >
> >
> >
> > https://hg.savannah.gnu.org/hgweb/octave/file/378d3c91f85b/liboctave/numeric/sparse-qr.cc
> >
> > Do you want to work on this project?
> >
> > Kai
> > 

Dr. Marco Caliari
Dipartimento di Informatica
Universita` degli Studi di Verona
Secondo piano, 2.03
Ca' Vignal 2
Strada le Grazie 15
37134 VERONA

tel: +39 045 802 7904
fax: +39 045 802 7068

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Attachment: test_spqr.patch
Description: Text Data

Attachment: sparse_qr_test.m
Description: Text Data

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