Abstract | ||
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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 |
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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 Geijn | 1 | 2047 | 203.08 |
Field G. Van Zee | 2 | 312 | 23.19 |