I have a problem with QR-factorization using dgeqrf with my fortran code. I need to create Q and R matrices, so that A = Q * R and then compute err=||A - Q*R|| / ||A||, where || || is a Frobenius norm (same to Euclidian for two-dimensional arrays). I've read about dgeqrf here https://www.netlib.org/lapack/explore-html/dd/d9a/group__double_g_ecomputational_ga3766ea903391b5cf9008132f7440ec7b.html. The mistake is definitely somewhere in my usage of the function, because I have a similar code with my own QR factrorization, where everything works. Please, help me.I think that there is a mistake in the program because err should be somewhere around 10^(-15) (here it is somewhere around 10 ^(0)), that is because A should be equal to Q * R with a small error.
program terra
implicit none
integer(4) :: n, diag = 1, h, wdth, u
real(8), dimension(:, :), allocatable :: A, Q, R, M_aux
real(8), dimension(:), allocatable :: arr, aux
real(8) :: err
n = 1024
allocate (A(n,n), Q(n,n), R(n, n), M_aux(n, n), arr(n), aux(n))
!filling matrices
do h = 1, n
do wdth = 1, n
A(h, wdth) = 1 / real(h + wdth, 8)
R(h,wdth) = A(h,wdth)
Q(h, wdth) = 0
end do
Q(diag, diag) = 1
diag = diag + 1
end do
!doing the factrorisation
call dgeqrf(n, n, R, n , arr, aux, n, u)
!getting Q matrix
do h = 2, n
diag = h - 1
do wdth = 1, diag
Q(h, wdth) = R(h, wdth)
R(h, wdth) = 0
!write(*, *) h, wdth, R(h,wdth), Q(h, wdth)
end do
end do
!Transposing it
do wdth = 1, n
do h = 1, n
M_aux(wdth, h) = Q(wdth, h)
end do
end do
do wdth = 1, n
do h = 1, n
Q(wdth, h) = M_aux(h, wdth)
end do
end do
!computing err
do h = 1, n
do wdth = 1, n
M_aux(h, wdth) = 0
do diag = 1, n
M_aux(h, wdth) = M_aux(h, wdth) + Q(h, diag) * R(diag, wdth)
end do
end do
end do
M_aux = M_aux - A
err = norm2(M_aux) / norm2(A)
write(*,*) err
end program
Here's the answer I wanted to give last night when I wasn't feeling up to much typing. It's great you've worked out your immediate problem (needing to use DORG2R) but I also wanted to point out a few other issues
Real( 8 )
and Integer( 4 )
are not portable and do not work with all compilers. The code below shows a portable wayMatmul
, though if you really want performance BLAS is still probably your best bet. I show both below.Anyway here is what I have
ian@eris:~/work/stack$ cat qr.f90
Program terra
Use, Intrinsic :: iso_fortran_env, Only : wp => real64
Implicit None
Integer :: n, h, wdth, u
Real(wp), Dimension(:, :), Allocatable :: A, Q, R, M_aux
Real(wp), Dimension(:), Allocatable :: arr, aux, work
Real(wp) :: err
! Smaller for quick testing
n = 1024
!!$ n = 200
Allocate (A(n,n), Q(n,n), R(n, n), M_aux(n, n), arr(n), aux(n), work(n))
!filling matrices
! Simple array syntax to fill Q
Q = 0.0_wp
! Order loops for best memory access order in a
! column major language like Fortran
Do wdth = 1, n
Do h = 1, n
A(h, wdth) = 1.0_wp / Real(h + wdth, Kind( A ) )
R(h,wdth) = A(h,wdth)
End Do
End Do
!doing the factrorization
Call dgeqrf(n, n, R, n , arr, aux, n, u)
Q = R
!getting R matrix
! Order loops for best memory access order in a
! column major language like Fortran
Do wdth = 1, n
Do h = wdth + 1, n
R(h, wdth) = 0.0_wp
End Do
End Do
!getting Q matrix
Call DORG2R(n, n, n, Q, n, arr, aux, u)
! Find error using Matmul - probably quicker than simple loops
M_aux = Matmul( Q, R )
M_aux = M_aux - A
err = Norm2(M_aux) / Norm2(A)
Write(*,*) 'Error, matmul ', err
! Find error using BLAS - almost certainly quicker than simple loops
M_aux = Matmul( Q, R )
Call dgemm( 'N', 'N', n, n, n, 1.0_wp, Q , Size( Q , Dim = 1 ), &
R , Size( R , Dim = 1 ), &
0.0_wp, M_Aux, Size( M_aux, Dim = 1 ) )
M_aux = M_aux - A
err = Norm2(M_aux) / Norm2(A)
Write(*,*) 'Error, Blas ', err
End Program terra
ian@eris:~/work/stack$ gfortran --version
GNU Fortran (Ubuntu 7.4.0-1ubuntu1~18.04.1) 7.4.0
Copyright (C) 2017 Free Software Foundation, Inc.
This is free software; see the source for copying conditions. There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
ian@eris:~/work/stack$ gfortran -Wall -Wextra -fcheck=all -g -std=f2008 -Wall qr.f90 -llapack -lblas
ian@eris:~/work/stack$ ./a.out
Error, matmul 8.2474910291356388E-016
Error, Blas 8.9420732364900517E-016