Computer Science – Numerical Analysis
Scientific paper
2008-06-12
Computer Science
Numerical Analysis
Scientific paper
We present parallel and sequential dense QR factorization algorithms that are both optimal (up to polylogarithmic factors) in the amount of communication they perform, and just as stable as Householder QR. Our first algorithm, Tall Skinny QR (TSQR), factors m-by-n matrices in a one-dimensional (1-D) block cyclic row layout, and is optimized for m >> n. Our second algorithm, CAQR (Communication-Avoiding QR), factors general rectangular matrices distributed in a two-dimensional block cyclic layout. It invokes TSQR for each block column factorization.
Demmel James
Grigori Laura
Hoemmen Mark
Langou Julien
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