Paper Info
Title
Parallel robust solution of triangular linear systems.
Abstract
Triangular linear systems are central to the solution of general linear systems and the computation of eigenvectors. In the absence of floating-point exceptions, substitution runs to completion and solves a system which is a small perturbation of the original system. If the matrix is well-conditioned, then the normwise relative error is small. However, there are well-conditioned systems for which substitution fails due to overflow. The robust solvers xLATRS from LAPACK extend the set of linear systems which can be solved by dynamically scaling the solution and the right-hand side to avoid overflow. These solvers are sequential and apply to systems with a single right-hand side. This paper presents algorithms which are blocked and parallel. A new task-based parallel robust solver (Kiya) is presented and compared against both DLATRS and the non-robust solvers DTRSV and DTRSM. When there are many right-hand sides, Kiya performs significantly better than the robust solver DLATRS and is not significantly slower than the non-robust solver DTRSM.
Year
DOI
Venue
2019
10.1002/cpe.5064
CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE
Keywords
DocType
Volume
overflow protection,parallel algorithms,task-based parallelism,triangular linear systems
Journal
31.0
Issue
ISSN
Citations 
SP19.0
1532-0626
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Carl Christian Kjelgaard Mikkelsen1113.57
Angelika Beatrix Schwarz200.68
Lars Karlsson3515.16