The accuracy of a parallel LU decomposition algorithm

DOI10.1016/0898-1221(90)90345-KMaRDI QIDQ920567zbMATH OpenOpenAlexFDO

Authors Nai-Kuan Tsao

Publication date 1990

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(90)90345-k

zbMATH Keywords

comparisonerror analysiserror complexity measuresnumerical examplesparallel LU decomposition algorithmsequential LU decomposition algorithm

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Parallel numerical computation (65Y05)

Review text

An error analysis for a parallel \(LU\) decomposition algorithm which was proposed by \textit{B. Neta} and \textit{H.-M. Tai} [ibid. 11, 573--579 (1986; Zbl 0581.65019)] is given. The author defines two error complexity measures and compares the usual sequential \(LU\) decomposition algorithm with the parallel algorithm based on these error measures. This comparison shows that for large-dimensioned systems of equations both algorithms are practically equivalent, but for systems with only few equations the parallel algorithm is slightly inferior to the standard \(LU\) decomposition algorithm. That is also demonstrated by numerical examples.

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Cites work

• A Round-Off Error Model with Applications to Arithmetic Expressions
• scientific article; zbMATH DE number 862514 (Why is no real title available?)
• LU factorization on parallel computers

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(5)

• Recurrent neural networks for LU decomposition and Cholesky factorization
• Relative-error bounds for the LU decomposition via the GTH algorithm
• scientific article; zbMATH DE number 4030824 (Why is no real title available?)
• On the accuracy of the parallel diagonal dominant algorithm
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