Abstract | ||
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The truncated SPIKE algorithm is a parallel solver for linear systems which are banded and strictly diagonally dominant by rows. There are machines for which the current implementation of the algorithm is faster and scales better than the corresponding solver in ScaLAPACK (PDDBTRF/PDDBTRS). In this paper we prove that the SPIKE matrix is strictly diagonally dominant by rows with a degree no less than the original matrix. We establish tight upper bounds on the decay rate of the spikes as well as the truncation error. We analyze the error of the method and present the results of some numerical experiments which show that the accuracy of the truncated SPIKE algorithm is comparable to LAPACK and ScaLAPACK. |
Year | DOI | Venue |
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2008 | 10.1137/080719571 | SIAM J. Matrix Analysis Applications |
Keywords | Field | DocType |
original matrix,truncation error,banded,corresponding solver,spike matrix,and row diagonally dominant linear systems,numerical experiment,linear system,direct methods,truncated spike algorithm,decay rate,parallel solver,current implementation,direct method,upper bound | Truncation error,Upper and lower bounds,Parallel algorithm,Matrix (mathematics),Algorithm,Diagonally dominant matrix,SPIKE algorithm,ScaLAPACK,Solver,Mathematics | Journal |
Volume | Issue | ISSN |
30 | 4 | 0895-4798 |
Citations | PageRank | References |
9 | 0.78 | 9 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Carl Christian Kjelgaard Mikkelsen | 1 | 11 | 3.57 |
Murat Manguoglu | 2 | 75 | 9.28 |