The design and implementation of the parallel out-of-core ScaLAPACK LU, QR, and Cholesky factorization routines

This paper describes the design and implementation of three core factorizat ion routines-LU, QR, and Cholesky-included in the out-of-core extension of ScaLAPACK, These routines allow the factorization and solution of a dense s ystem that is too large to fit entirely in physical memory, The full matrix is stored on disk and the factorization routines transfer submatrice panel s into memory. The 'left-looking' column-oriented variant of the factorizat ion algorithm is implemented to reduce the disk I/O traffic, The routines a re implemented using a portable I/O interface and utilize high-performance ScaLAPACK factorization routines as in-core computational kernels. We present the details of the implementation for the out-of-core ScaLAPACK factorization routines, as Well as performance and scalability results on a Beowulf Linux cluster. Copyright (C) 2000 John Wiley & Sons, Ltd.