Skip to main content

A Fast Minimal Storage Symmetric Indefinite Solver

  • Conference paper
  • First Online:
Applied Parallel Computing. New Paradigms for HPC in Industry and Academia (PARA 2000)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1947))

Included in the following conference series:

Abstract

In LAPACK there are two types of subroutines for solving problems with symmetric matrices: routines for full and packed storage. The performance of full format is much better as it allows the usage of Level 2 and 3 BLAS whereas the memory requirement of the packed format is about 50% of full. We propose a new storage layout which combines the advantages of both algorithms: its factorization performance is better than that of full storage layout, and its memory requirement is percentage-wise slightly larger than packed storage.

Our new algorithms, called DBSSV, DBSTRF, and DBSTRS are now part of ESSL[9]. On three recent IBM RS/6000 platforms, Power3, Power2 and PowerPC 604e DBSTRF outperforms LAPACK’s DSYTRF by about 20%, and DBSTRS, with 100 RHS, outperforms LAPACK’s DSYTRS by more than 100%. These performance results are decidedly unfair to our new algorithms: we compare against Level 3 algorithms as opposed to Level 2 packed algorithms.

This research is supported by the UNI•C collaboration with the IBM T.J. Watson Research Center at Yorktown Heights. The research of the last author was supported by Grants MM-707 and I-702 of the Bulgarian Ministry of Education and Science.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. B. Andersen, F. Gustavson, and J. Waśniewski, A recursive Formulation of the Cholesky Factorization Operating on a Matrix in Packed Storage Form, University of Tennessee, Knoxville, TN, Computer Science Dept. Technical ReportCS-00-441, May 2000, also LAPACK Working Note number 146 (http://www.netlib.org/lapack/lawns/lawn146.ps), and submitted to the Transaction of thematical Software (TOMS) of the ACM.

  2. E. Anderson, Z. Bai, C. Bischof, J. Demmel, J. Dongarra, J. Du Croz, A. Greenbaum, S. Hammarling, A. McKenney, S. Ostrouchov, and D. Sorensen, LAPACK Users’ Guide Release 3.0, SIAM, Philadelphia, 1999, (http://www.netlib.org/lapack/lug/lapack lug.html).

  3. E. Elmroth and F. Gustavson, Applying Recursion to Serial and Parallel QR Factorization Leads to Better Performance, IBM Journal of Research and Development, 44, #4, 605–624, 2000

    Article  Google Scholar 

  4. G. H. Golub and C. F. Van Loan, Matrix Computations, 3rd edition, The John Hopkins University Press, Baltimore, 1996.

    MATH  Google Scholar 

  5. F. Gustavson, Recursion leads to automatic variable blocking for dense linearalgebra algorithms, IBM J. Res. Develop., 41 (1997), pp. 737–755.

    Google Scholar 

  6. F. Gustavson, A. Karaivanov, J. Waśniewski, and P. Yalamov, Recursive formulation of algorithms for symmetric indefinite linear systems (manuscript).

    Google Scholar 

  7. F. Gustavson, A. Henriksson, I. Jonsson, B. Kågström, and P. Ling, Recursive Blocked Data Formats and BLAS’s for Dense Linear Algebra Algorithms, in Applied Parallel Computing, B. Kågström et. al., eds., Lecture Notes in Computers Science, v. 1541, Springer, 1998, pp. 120–128.

    Google Scholar 

  8. N. J. Higham, Accuracy and Stability of Numerical Algorithms, SIAM, Philadelphia, 1996.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2001 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Gustavson, F., Karaivanov, A., Marinova, M., Waśniewski, J., Yalamov, P. (2001). A Fast Minimal Storage Symmetric Indefinite Solver. In: Sørevik, T., Manne, F., Gebremedhin, A.H., Moe, R. (eds) Applied Parallel Computing. New Paradigms for HPC in Industry and Academia. PARA 2000. Lecture Notes in Computer Science, vol 1947. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-70734-4_14

Download citation

  • DOI: https://doi.org/10.1007/3-540-70734-4_14

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-41729-3

  • Online ISBN: 978-3-540-70734-9

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics