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.
Keywords
- Communication-avoiding
- Matrix powers
- Graph cover
- Hierarchical matrices
- Parallel algorithms
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Knight, N., Carson, E., Demmel, J. (2014). Exploiting Data Sparsity in Parallel Matrix Powers Computations. In: Wyrzykowski, R., Dongarra, J., Karczewski, K., Waśniewski, J. (eds) Parallel Processing and Applied Mathematics. PPAM 2013. Lecture Notes in Computer Science(), vol 8384. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-55224-3_2
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DOI: https://doi.org/10.1007/978-3-642-55224-3_2
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