Eg. Ng et Bw. Peyton, SOME RESULTS ON STRUCTURE PREDICTION IN SPARSE QR FACTORIZATION, SIAM journal on matrix analysis and applications, 17(2), 1996, pp. 443-459
In QR factorization of an m x n matrix A (m greater than or equal to n
), the orthogonal factor Q is often stored implicitly as an m x n lowe
r trapezoidal matrix W, known as the Householder matrix. When the spar
sity of A is to be exploited, the factorization is often preceded by a
symbolic factorization step, which computes a data structure in which
the nonzero entries of W and R are computed and stored. This is achie
ved by computing an upper bound on the nonzero structure of these fact
ors, based solely on the nonzero structure of A. In this paper we use
a well-known upper bound on the nonzero structure of W to obtain an up
per bound on the nonzero structure of Q. Let U be the matrix consistin
g of the first n columns of Q. One interesting feature of the new boun
d is that the bound on W's structure is identical to the lower trapezo
idal part of the bound on U's structure. We show that if A is strong H
all and has no zero entry on its main diagonal, then the bounds on the
nonzero structures of W and U are the smallest possible based solely
on the nonzero structure of A. We then use this result to obtain corre
sponding smallest upper bounds in the case where A is weak Hall, is in
block upper triangular form, and has no zero entry on its main diagon
al. Finally, we show that one can always reorder a weak Hall matrix in
to block upper triangular form so that there is no increase in the fil
l incurred by the QR factorization.