WRAP-AROUND PARTITIONING FOR BLOCK BIDIAGONAL LINEAR-SYSTEMS

Citation
M. Hegland et Mr. Osborne, WRAP-AROUND PARTITIONING FOR BLOCK BIDIAGONAL LINEAR-SYSTEMS, IMA journal of numerical analysis, 18(3), 1998, pp. 373-383
Citations number
4
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
02724979
Volume
18
Issue
3
Year of publication
1998
Pages
373 - 383
Database
ISI
SICI code
0272-4979(1998)18:3<373:WPFBBL>2.0.ZU;2-Y
Abstract
A stable vector algorithm for the solution of block bidiagonal linear systems is obtained by a permutation of the unknowns called wrap-aroun d partitioning combined with standard QR factorization. Wrap-around pa rtitioning uses blocking and selects the unknowns in the blocks in tur ns. After a suitable orthogonal elimination step one ends up with a re duced system which is again block bidiagonal and so wrap-around partit ioning can be applied again. Using a simple model for vectorization ov erhead it is shown that small block sizes give best performance. The m inimal block size 2, which corresponds to cyclic reduction, is subopti mal due to memory bank conflicts.