通信最优的并行和顺序QR与LU分解:理论与实践
Communication-optimal parallel and sequential QR and LU factorizations: theory and practice
AI总结:
提出并行和顺序的QR分解算法,在通信量上达到最优(最多对数因子),并保持与Householder QR相同的稳定性。
摘要:
我们提出了并行和顺序的稠密QR分解算法,这些算法在通信量上都是最优的(最多对数因子),并且与Householder QR一样稳定。我们的第一个算法,Tall Skinny QR (TSQR),在一维(1-D)块循环行布局中对m×n矩阵进行分解,并针对m >> n进行了优化。我们的第二个算法,CAQR(避免通信的QR),对分布在二维块循环布局中的一般矩形矩阵进行分解。它对每个块列分解调用TSQR。
英文摘要:
We present parallel and sequential dense QR factorization algorithms that are both optimal (up to polylogarithmic factors) in the amount of communication they perform, and just as stable as Householder QR. Our first algorithm, Tall Skinny QR (TSQR), factors m-by-n matrices in a one-dimensional (1-D) block cyclic row layout, and is optimized for m >> n. Our second algorithm, CAQR (Communication-Avoiding QR), factors general rectangular matrices distributed in a two-dimensional block cyclic layout. It invokes TSQR for each block column factorization.
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