Title
A scalable randomized least squares solver for dense overdetermined systems.
Abstract
We present a fast randomized least-squares solver for distributed-memory platforms. Our solver is based on the Blendenpik algorithm, but employs a batchwise randomized unitary transformation scheme. The batchwise transformation enables our algorithm to scale the distributed memory vanilla implementation of Blendenpik by up to ×3 and provides up to ×7.5 speedup over a state-of-the-art scalable least-squares solver based on the classic QR based algorithm. Experimental evaluations on terabyte scale matrices demonstrate excellent speedups on up to 16384 cores on a Blue Gene/Q supercomputer.
Year
DOI
Venue
2015
10.1145/2832080.2832083
ScalA@SC
DocType
Citations 
PageRank 
Conference
1
0.40
References 
Authors
9
6
Name
Order
Citations
PageRank
Chander Iyer110.40
Avron, Haim231628.52
Georgios Kollias342.12
Yves Ineichen4354.07
Christopher D. Carothers5102261.60
Petros Drineas62165201.55