distributed-memory QR / TSQR / linear algebra


#1

I’m looking for a distributed-memory parallel TSQR (tall and skinny QR) factorization package in Julia.
However, it seems that there is no such implementation inside Julia, and what I can do is the following:
— use MPI and Scalapack to do parallel QR via PDGEQRF @andreasnoack
( Note that PDGEQRF is not implemented from TSQR algorithm, see lapack working note www.netlib.org/lapack/lawnspdf/lawn224.pdf )

Hope someone here can show me that I am wrong, and there is other approaches/packages to use parallel TSQR inside Julia.

Additionally, I wonder if there is any distributed-memory linear algebra package in Julia?

Cheers,


#2

You could try Elemental.jl: it plays nicely with DistributedArrays.jl.

It seems like the QR isn’t currently available in the Julia package, but it is in the underlying library, so it it should be a matter of adding the necessary wrappers.