Statistical analysis of simulation generated time series: Systolic vs. semi-systolic correlation on the Connection Machine (Q1195165)
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English | Statistical analysis of simulation generated time series: Systolic vs. semi-systolic correlation on the Connection Machine |
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Statistical analysis of simulation generated time series: Systolic vs. semi-systolic correlation on the Connection Machine (English)
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7 October 1992
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The authors are interested in questions connected with the simulation of time series on parallel computing structures, especially algorithms for evaluation of correlation. At first, detailed semi-systolic and full-systolic algorithms for the Connection Machine are presented. The semi-systolic algorithm makes use of an intrinsic, micro-programmed global-add reduction function which is implemented extremely well on the Connection Machine. On the other hand, the full-systolic algorithm which makes use only of local communication and computation operations turns out to be substantially superior to the semi-systolic scheme whose basic step involves a non-local sum computation that extends over the entire machine. Complexity considerations and the discussion of the real-life implementation results conclude this interesting paper.
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global addition
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complexity
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simulation
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time series
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parallel computing
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correlation
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full-systolic algorithms
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Connection Machine
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semi-systolic algorithm
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