Improved parallel QR method for large least squares problems involving Kronecker products

✍ Scribed by Donald W. Fausett; Charles T. Fulton; Hany Hashish

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 894 KB
• Volume: 78
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/s0377-0427(96)00109-4

✦ Synopsis

A new algorithm is presented for the efficient solution of large least squares problems in which the coefficient matrix of the linear system is a Kronecker product of two smaller dimension matrices. The solution algorithm is based on QR factorizations of the smaller dimension matrices. Near perfect load balancing is achieved by exploiting a 'commutativity' property of the Kronecker product, and communication requirements are minimized by employing a binary exchange algorithm for matrix transposition. The parallel algorithm is presented, and timing results are shown from test runs on an Intel i860 computer.