Cholesky and Gram-Schmidt Orthogonalization for Tall-and-Skinny QR Factorizations on Graphics Processors

DOI10.1007/978-3-030-29400-7_33zbMath1452.65077OpenAlexW2967794374MaRDI QIDQ3297572

Enrique S. Quintana-Ortí, Andrés E. Tomás

Publication date: 20 July 2020

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-29400-7_33

zbMATH Keywords

Cholesky factorizationQR factorizationgraphics processing unitlook-aheadGram-Schmidthigh-performancetall-and-skinny matrices

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Direct numerical methods for linear systems and matrix inversion (65F05) Orthogonalization in numerical linear algebra (65F25) Numerical algorithms for specific classes of architectures (65Y10)

Uses Software

• BLAS
• POOCLAPACK
• CholQR
• CholeskyQR2

Cites Work

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• Roundoff error analysis of the CholeskyQR2 algorithm
• Rounding error analysis of the classical Gram-Schmidt orthogonalization process
• Communication-optimal Parallel and Sequential QR and LU Factorizations
• Gram-Schmidt orthogonalization: 100 years and more
• A set of level 3 basic linear algebra subprograms
• A Block Orthogonalization Procedure with Constant Synchronization Requirements
• Mixed-Precision Cholesky QR Factorization and Its Case Studies on Multicore CPU with Multiple GPUs
• Parallel out-of-core computation and updating of the QR factorization