Linear-Algebra

Upgrading Eigen's Householder Right-Side Application from BLAS-2 to BLAS-3

Eigen’s blocked Householder path only existed for left-side application. I added the right-side equivalent, upgrading M*Q from O(n) rank-1 updates to cache-friendly blocked matrix multiplies.

Modified Gram-Schmidt vs Householder QR: A Performance Showdown in Eigen

I submitted a Modified Gram-Schmidt QR decomposition to Eigen and a maintainer asked: why? Here’s the benchmark data that answered the question.