Communication-optimal Parallel and Sequential Cholesky Decomposition

DOI10.1137/090760969zbMath1238.65018arXiv0902.2537OpenAlexW3103849684MaRDI QIDQ5200261

Oded Schwartz, Grey Ballard, O. V. Holtz, James W. Demmel

Publication date: 1 August 2011

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.2537

zbMATH Keywords

parallel computationLU factorizationQR factorizationcommunication costslatencyCholesky decompositionmatrix multiplicationbandwidth lower boundcommunication avoiding algorithm

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Complexity and performance of numerical algorithms (65Y20) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (5)

Accelerating the reduction to upper Hessenberg, tridiagonal, and bidiagonal forms through hybrid GPU-based computing ⋮ Communication lower bounds and optimal algorithms for numerical linear algebra ⋮ Solving a large scale radiosity problem on GPU-based parallel computers ⋮ Comparison of Accuracy and Scalability of Gauss--Newton and Alternating Least Squares for CANDECOMC/PARAFAC Decomposition ⋮ The red-blue pebble game on trees and DAGs with large input

Uses Software

• LAPACK
• ScaLAPACK
• mctoolbox

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