Parallel complexity of numerically accurate linear system solvers

Citation
M. Leoncini et al., Parallel complexity of numerically accurate linear system solvers, SIAM J COMP, 28(6), 1999, pp. 2030-2058
Citations number
23
Categorie Soggetti
Computer Science & Engineering
Journal title
SIAM JOURNAL ON COMPUTING
ISSN journal
00975397 → ACNP
Volume
28
Issue
6
Year of publication
1999
Pages
2030 - 2058
Database
ISI
SICI code
0097-5397(19990817)28:6<2030:PCONAL>2.0.ZU;2-3
Abstract
We prove a number of negative results about practical (i.e., work efficient and numerically accurate) algorithms for computing the main matrix factori zations. In particular, we prove that the popular Householder and Givens me thods for computing the QR decomposition are P-complete, and hence presumab ly inherently sequential, under both real and floating point number models. We also prove that Gaussian elimination (GE) with a weak form of pivoting, which aims only at making the resulting algorithm nondegenerate, is likely to be inherently sequential as well. Finally, we prove that GE with partia l pivoting is P-complete over GF(2) or when restricted to symmetric positiv e definite matrices, for which it is known that even standard GE (no pivoti ng) does not fail. Altogether, the results of this paper give further forma l support to the widespread belief that there is a tradeoff between paralle lism and accuracy in numerical algorithms.