QR Factorization Discrepancy

Posted by KyleSum on Stack Overflow See other posts from Stack Overflow or by KyleSum
Published on 2012-03-28T17:27:43Z Indexed on 2012/03/28 17:28 UTC
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I'm trying to get a feel for the Intel MKL library with a simple back-solve (A*x = b) using a QR factorization and comparing my MKL answer to the answer of a known working solution. When my answers didn't come up correct I printed a diff between the Q and R matrices of the known working and the MKL test code.

I know MKL/lapack uses "elementary reflectors" to store the values of both the Q and R matrices. So, I'm wondering if these differences (mostly +/-) are by design or the result of some bug.

I'm using DGEQRF, DORMQR, and DTRSM routines to solve the system and DORGQR (for debugging) to get the Q matrix shown in the diff.

diff with 6x6 matrix (top known, bottom mkl): http://pastebin.com/4uwcME0J

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