Title
High-performance up-and-downdating via householder-like transformations
Abstract
We present high-performance algorithms for up-and-downdating a Cholesky factor or QR factorization. The method uses Householder-like transformations, sometimes called hyperbolic Householder transformations, that are accumulated so that most computation can be cast in terms of high-performance matrix-matrix operations. The resulting algorithms can then be used as building blocks for an algorithm-by-blocks that allows computation to be conveniently scheduled to multithreaded architectures like multicore processors. Performance is shown to be similar to that achieved by a blocked QR factorization via Householder transformations.
Year
DOI
Venue
2011
10.1145/2049662.2049666
ACM Trans. Math. Softw.
Keywords
Field
DocType
hyperbolic householder transformation,householder transformation,qr factorization,multicore processor,cholesky factor,high-performance matrix-matrix operation,householder-like transformation,multithreaded architecture,high-performance algorithm,high-performance up-and-downdating,linear algebra,multicore processors,cholesky factorization
Linear algebra,Parallel computing,Theoretical computer science,Multi-core processor,Mathematics,QR decomposition,Cholesky decomposition,Computation
Journal
Volume
Issue
ISSN
38
1
0098-3500
Citations 
PageRank 
References 
1
0.37
11
Authors
2
Name
Order
Citations
PageRank
Robert A. van de Geijn12047203.08
Field G. Van Zee231223.19