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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. https://resolver.caltech.edu/CaltechAUTHORS:20180329-104843961

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Abstract

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.


Item Type:Article
Related URLs:
URLURL TypeDescription
https://doi.org/10.1002/cpe.4330020102DOIArticle
https://onlinelibrary.wiley.com/doi/abs/10.1002/cpe.4330020102PublisherArticle
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.
Funders:
Funding AgencyGrant Number
Department of Energy (DOE)DE-FG03-85ER25009
Department of Energy (DOE)DE-AS03-76ER72012
NSFCCR-8809615
Issue or Number:1
Record Number:CaltechAUTHORS:20180329-104843961
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20180329-104843961
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
Collection:CaltechAUTHORS
Deposited By: Tony Diaz
Deposited On:29 Mar 2018 18:11
Last Modified:03 Oct 2019 19:31

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