MULTIFRONTAL QR FACTORIZATION IN A MULTIPROCESSOR ENVIRONMENT

Citation
Pr. Amestoy et al., MULTIFRONTAL QR FACTORIZATION IN A MULTIPROCESSOR ENVIRONMENT, Numerical linear algebra with applications, 3(4), 1996, pp. 275-300
Citations number
27
Categorie Soggetti
Mathematics, General",Mathematics,Mathematics
ISSN journal
10705325
Volume
3
Issue
4
Year of publication
1996
Pages
275 - 300
Database
ISI
SICI code
1070-5325(1996)3:4<275:MQFIAM>2.0.ZU;2-K
Abstract
We describe the design and implementation of a parallel QR decompositi on algorithm for a large sparse matrix A. The algorithm is based on th e multifrontal approach and makes use of Householder transformations. The tasks are distributed among processors according to an assembly tr ee which is built from the symbolic factorization of the matrix A(T)A. We first address uniprocessor issues and then discuss the multiproces sor implementation of the method. We consider the parallelization of b oth the factorization phase and the solve phase. We use relaxation of the sparsity structure of both the original matrix and the frontal mat rices to improve the performance. We show that, in this case, the use of Level 3 BLAS can lead to very significant gains in performance. We use the eight processor Alliant FX/80 at CERFACS to illustrate our dis cussion.