Recursive least-squares using a hybrid Householder algorithm on massively parallel SIMD systems
✍ Scribed by E.J. Kontoghiorghes; M. Clint; H.-H. Naegeli
- Book ID
- 104304745
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 273 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0167-8191
No coin nor oath required. For personal study only.
✦ Synopsis
Within the context of recursive least-squares, the implementation of a Householder algorithm for block updating the QR decomposition, on massively parallel SIMD systems, is considered. Initially, two implementations based on dierent mapping strategies for distributing the data matrices over the processing elements of the parallel computer are investigated. Timing models show that neither of these implementations is superior in all cases. In order to increase computational speed, a hybrid implementation uses performance models to partition the problem into two subproblems which are then solved using the ®rst and second implementation, respectively.