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Parallel Solvers for Sylvester-Type Matrix Equations with Applications in Condition Estimation, Part I: Theory and Algorithms

Parallel Solvers for Sylvester-Type Matrix Equations with Applications in Condition Estimation,... Parallel ScaLAPACK-style algorithms for solving eight common standard and generalized Sylvester-type matrix equations and various sign and transposed variants are presented. All algorithms are blocked variants based on the Bartels--Stewart method and involve four major steps: reduction to triangular form, updating the right-hand side with respect to the reduction, computing the solution to the reduced triangular problem, and transforming the solution back to the original coordinate system. Novel parallel algorithms for solving reduced triangular matrix equations based on wavefront-like traversal of the right-hand side matrices are presented together with a generic scalability analysis. These algorithms are used in condition estimation and new robust parallel sep − 1 -estimators are developed. Experimental results from three parallel platforms, including results from a mixed OpenMP/MPI platform, are presented and analyzed using several performance and accuracy metrics. The analysis includes results regarding general and triangular parallel solvers as well as parallel condition estimators. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png ACM Transactions on Mathematical Software (TOMS) Association for Computing Machinery

Parallel Solvers for Sylvester-Type Matrix Equations with Applications in Condition Estimation, Part I: Theory and Algorithms

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Publisher
Association for Computing Machinery
Copyright
The ACM Portal is published by the Association for Computing Machinery. Copyright © 2010 ACM, Inc.
Subject
Computations on matrices
ISSN
0098-3500
DOI
10.1145/1824801.1824810
Publisher site
See Article on Publisher Site

Abstract

Parallel ScaLAPACK-style algorithms for solving eight common standard and generalized Sylvester-type matrix equations and various sign and transposed variants are presented. All algorithms are blocked variants based on the Bartels--Stewart method and involve four major steps: reduction to triangular form, updating the right-hand side with respect to the reduction, computing the solution to the reduced triangular problem, and transforming the solution back to the original coordinate system. Novel parallel algorithms for solving reduced triangular matrix equations based on wavefront-like traversal of the right-hand side matrices are presented together with a generic scalability analysis. These algorithms are used in condition estimation and new robust parallel sep − 1 -estimators are developed. Experimental results from three parallel platforms, including results from a mixed OpenMP/MPI platform, are presented and analyzed using several performance and accuracy metrics. The analysis includes results regarding general and triangular parallel solvers as well as parallel condition estimators.

Journal

ACM Transactions on Mathematical Software (TOMS)Association for Computing Machinery

Published: Sep 1, 2010

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