UC BERKELEY
EECS technical reports
TECHNICAL REPORTS


CSD-92-703.pdf
CSD-92-703.ps
Conditions of Use

Archive Home Page

Parallel Numerical Linear Algebra

Authors:
Demmel, James W.
Heath, Michael T.
van der Vorst, Henk A.
Technical Report Identifier: CSD-92-703
October 6, 1992
CSD-92-703.pdf
CSD-92-703.ps

Abstract: We survey general techniques and open problems in numerical linear algebra on parallel architectures. We first discuss basic principles of parallel processing, describing the costs of basic operations on parallel machines, including general principles for constructing efficient algorithms. We illustrate these principles using current architectures and software systems, and by showing how one would implement matrix multiplication. Then, we present direct and iterative algorithms for solving linear systems of equations, linear least squares problems, the symmetric eigenvalue problem, the nonsymmetric eigenvalue problem, the singular value decomposition, and generalizations of these to two matrices. We consider dense, band and sparse matrices.