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Experiments with multicomputer LU-decomposition

Van de Velde, Eric F. (1990) Experiments with multicomputer LU-decomposition. Concurrency: Practice and Experience, 2 (1). pp. 1-26. ISSN 1040-3108. doi:10.1002/cpe.4330020102.

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We present a new concurrent LU‐decomposition algorithm based on implicit pivoting of both rows and columns. This algorithm is, to a large extent, independent of the distribution of the matrix over the concurrent processes. As a result, it can be used in programs with dynamically varying data distributions. Another advantage is that most pivoting strategies are easily incorporated. We also introduce two new, intrinsically concurrent, pivoting strategies: multirow and multicolumn pivoting. With this program, we study the performance of concurrent LU‐decomposition as a function of data distribution and pivoting strategy. We show that LU‐decomposition with some pivoting strategies is both faster and numerically more stable than LU‐decomposition without pivoting. Experimental evidence on the Symult 2010 and the iPSC/2 shows that, for performance considerations, pivoting is equivalent to randomizing the data distribution.

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Additional Information:© 1990 John Wiley & Sons, Ltd. Manuscript received: 28 July 1989. Funding Information: Department of Energy. Grant Numbers: DE‐FG03‐85ER25009, DE‐AS03‐76ER72012; NSF. Grant Number: CCR‐8809615.
Funding AgencyGrant Number
Department of Energy (DOE)DE-FG03-85ER25009
Department of Energy (DOE)DE-AS03-76ER72012
Issue or Number:1
Record Number:CaltechAUTHORS:20180329-104843961
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Official Citation:van de Velde, E. F. (1990), Experiments with multicomputer LU‐decomposition. Concurrency: Pract. Exper., 2: 1-26. doi:10.1002/cpe.4330020102
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:85490
Deposited By: Tony Diaz
Deposited On:29 Mar 2018 18:11
Last Modified:15 Nov 2021 20:29

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