HOUSEHOLDER REDUCTION

This tutorial discusses Householder reduction of n linear equations to a triangular form which can be solved by back substitution. The main strengths of the method are its numerical stability and suitability for parallel computing. We explain how Householder reduction can be derived from elementary matrix algebra. The method is illustrated by a numerical example and a Pascal algorithm. We assume that the reader has a general knowledge of vector and matrix algebra but is less familiar with linear transformation of a vector space

ParaExp using Leapfrog as Integrator for High-Frequency Electromagnetic Simulations

Recently, ParaExp was proposed for the time integration of linear hyperbolic problems. It splits the time interval of interest into sub-intervals and computes the solution on each sub-interval in parallel. The overall solution is decomposed into a particular solution defined on each sub-interval with zero initial conditions and a homogeneous solution propagated by the matrix exponential applied to the initial conditions. The efficiency of the method depends on fast approximations of this matrix exponential based on recent results from numerical linear algebra. This paper deals with the application of ParaExp in combination with Leapfrog to electromagnetic wave problems in time-domain. Numerical tests are carried out for a simple toy problem and a realistic spiral inductor model discretized by the Finite Integration Technique.Comment: Corrected typos. arXiv admin note: text overlap with arXiv:1607.0036

Design and analysis of numerical algorithms for the solution of linear systems on parallel and distributed architectures

The increasing availability of parallel computers is having a very significant impact on all aspects of scientific computation, including algorithm research and software development in numerical linear algebra. In particular, the solution of linear systems, which lies at the heart of most calculations in scientific computing is an important computation found in many engineering and scientific applications. In this thesis, well-known parallel algorithms for the solution of linear systems are compared with implicit parallel algorithms or the Quadrant Interlocking (QI) class of algorithms to solve linear systems. These implicit algorithms are (2x2) block algorithms expressed in explicit point form notation. [Continues.

Empirical Installation of Linear Algebra Shared-Memory Subroutines for Auto-Tuning

The final publication is available at Springer via http://dx.doi.org/10.1007/s10766-013-0249-6The introduction of auto-tuning techniques in linear algebra shared-memory routines is analyzed. Information obtained in the installation of the routines is used at running time to take some decisions to reduce the total execution time. The study is carried out with routines at different levels (matrix multiplication, LU and Cholesky factorizations and linear systems symmetric or general routines) and with calls to routines in the LAPACK and PLASMA libraries with multithread implementations. Medium NUMA and large cc-NUMA systems are used in the experiments. This variety of routines, libraries and systems allows us to obtain general conclusions about the methodology to use for linear algebra shared-memory routines auto-tuning. Satisfactory execution times are obtained with the proposed methodology.Partially supported by Fundacion Seneca, Consejeria de Educacion de la Region de Murcia, 08763/PI/08, PROMETEO/2009/013 from Generalitat Valenciana, the Spanish Ministry of Education and Science through TIN2012-38341-C04-03, and the High-Performance Computing Network on Parallel Heterogeneus Architectures (CAPAP-H). The authors gratefully acknowledge the computer resources and assistance provided by the Supercomputing Centre of the Scientific Park Foundation of Murcia and by the Centre de Supercomputacio de Catalunya.Cámara, J.; Cuenca, J.; Giménez, D.; García, LP.; Vidal Maciá, AM. (2014). Empirical Installation of Linear Algebra Shared-Memory Subroutines for Auto-Tuning. 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Recursion based parallelization of exact dense linear algebra routines for Gaussian elimination

International audienceWe present block algorithms and their implementation for the parallelization of sub-cubic Gaussian elimination on shared memory architectures.Contrarily to the classical cubic algorithms in parallel numerical linear algebra, we focus here on recursive algorithms and coarse grain parallelization.Indeed, sub-cubic matrix arithmetic can only be achieved through recursive algorithms making coarse grain block algorithms perform more efficiently than fine grain ones. This work is motivated by the design and implementation of dense linear algebraover a finite field, where fast matrix multiplication is used extensively and where costly modular reductions also advocate for coarse grain block decomposition. We incrementally build efficient kernels, for matrix multiplication first, then triangular system solving, on top of which a recursive PLUQ decomposition algorithm is built. We study the parallelization of these kernels using several algorithmic variants: either iterative or recursive and using different splitting strategies. Experiments show that recursive adaptive methods for matrix multiplication, hybrid recursive-iterative methods for triangular system solve and tile recursive versions of the PLUQ decomposition, together with various data mapping policies, provide the best performance on a 32 cores NUMA architecture. Overall, we show that the overhead of modular reductions is more than compensated by the fast linear algebra algorithms and that exact dense linear algebra matches the performance of full rank reference numerical software even in the presence of rank deficiencies