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High performance Cholesky and symmetric indefinite factorizations with applications

หน่วยงาน Edinburgh Research Archive, United Kingdom

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ชื่อเรื่อง : High performance Cholesky and symmetric indefinite factorizations with applications
นักวิจัย : Hogg, Jonathan David
คำค้น : symmetric matrix , Cholesky factorization , sparse symmetric linear systems , DAG-based
หน่วยงาน : Edinburgh Research Archive, United Kingdom
ผู้ร่วมงาน : Hall, Julian , Grothey, Andreas , Gondzio, Jacek
ปีพิมพ์ : 2553
อ้างอิง : http://hdl.handle.net/1842/4892
ที่มา : -
ความเชี่ยวชาญ : -
ความสัมพันธ์ : Hogg, J. D. 2008. A DAG-based parallel Cholesky factorization for multicore systems. Technical Report RAL-TR-2008-029, Rutherford Appleton Laboratory. , Hogg, J. D., Reid, J. K., and Scott, J. A. 2010. Design of a multicore sparse Cholesky solver using DAGs. SIAM Journal on Scientific Computing 32, 6, 3627–3649. , Hogg, J. D. and Scott, J. A. 2008. The effects of scalings on the performance of a sparse symmetric indefinite solver. Technical Report RAL-TR-2008-007, Rutherford Appleton Laboratory. , Hogg, J. D. and Scott, J. A. 2010a. A fast and robust mixed-precision solver for the solution of sparse symmetric linear systems. ACM Transactions on Mathematical Software 37, 2. to appear. Preprint as RAL-TR-2008-023. , Hogg, J. D. and Scott, J. A. 2010b. A note on the solve phase of a multicore solver. RAL-TR-2010-007.
ขอบเขตของเนื้อหา : -
บทคัดย่อ/คำอธิบาย :

The process of factorizing a symmetric matrix using the Cholesky (LLT ) or indefinite (LDLT ) factorization of A allows the efficient solution of systems Ax = b when A is symmetric. This thesis describes the development of new serial and parallel techniques for this problem and demonstrates them in the setting of interior point methods. In serial, the effects of various scalings are reported, and a fast and robust mixed precision sparse solver is developed. In parallel, DAG-driven dense and sparse factorizations are developed for the positive definite case. These achieve performance comparable with other world-leading implementations using a novel algorithm in the same family as those given by Buttari et al. for the dense problem. Performance of these techniques in the context of an interior point method is assessed.

บรรณานุกรม :
Hogg, Jonathan David . (2553). High performance Cholesky and symmetric indefinite factorizations with applications.
    กรุงเทพมหานคร : Edinburgh Research Archive, United Kingdom .
Hogg, Jonathan David . 2553. "High performance Cholesky and symmetric indefinite factorizations with applications".
    กรุงเทพมหานคร : Edinburgh Research Archive, United Kingdom .
Hogg, Jonathan David . "High performance Cholesky and symmetric indefinite factorizations with applications."
    กรุงเทพมหานคร : Edinburgh Research Archive, United Kingdom , 2553. Print.
Hogg, Jonathan David . High performance Cholesky and symmetric indefinite factorizations with applications. กรุงเทพมหานคร : Edinburgh Research Archive, United Kingdom ; 2553.