Date: 06 May 2014

Exploiting Data Sparsity in Parallel Matrix Powers Computations

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Abstract

We derive a new parallel communication-avoiding matrix powers algorithm for matrices of the form \(A=D+USV^H\) , where \(D\) is sparse and \(USV^H\) has low rank and is possibly dense. We demonstrate that, with respect to the cost of computing \(k\) sparse matrix-vector multiplications, our algorithm asymptotically reduces the parallel latency by a factor of \(O(k)\) for small additional bandwidth and computation costs. Using problems from real-world applications, our performance model predicts up to \(13\times \) speedups on petascale machines.