Tagged Questions

126 views

Computing matrix exponential with PETSc/SLEPc

My question is basically the best way to compute the matrix exponential in parallel. I've got a sequential code written in Python (https://github.com/hadsed/AdiaQC) and I need to extend it to run in a ...
157 views

What algorithm to use for parallel dense matrix inversion on at most 8 cores?

I need to implement parallel dense matrix inversion for a language I am using that appears to not have an existing library for this (specifically IDL using IDL Bridge for message passing). I am ...
61 views

Cholesky Algorithm loop-Carried

I would like to know how to unroll loop-carried dependency inside the cholesky algorithm. What are the techniques that I should know to accomplish this work? I need to know it because I want to ...
201 views

Diagonalization of Dense Ill Conditioned Matrices

I am trying to diagonalize some dense, ill-conditioned matrices. In machine precision, results are inaccurate (returning negative eigenvalues, eigenvectors do not have the expected symmetries). I ...
92 views

Practical efficacy of parallel back substitution

The fact that the back substitution is not done in parallel is not important, because it uses a negligible amount of computer time when N is large, compared to the forward elimination. This ...
117 views

What mapping strategy should I use when solving many large linear systems of equations?

I am working on a problem that involves solving many (thousands) of distinct linear systems of equations, each with thousands of variables. Let's assume that the size of each matrix is exactly the ...
171 views

Is a checkerboard block decomposition of a matrix useful when solving a linear system with a parallel conjugate gradient method?

According to these lecture notes, a checkerboard block decomposition should exhibit better scalability when applied to parallel matrix-vector multiplication (presumably because of greater cache hit ...
172 views

Problems running a PETSc example in parallel

After configuring and building PETSc, I have successfully been able to run several examples. In particular, I am working with this example. I have been able to run the program using the following ...
179 views

How to solve a problem with structure similar to a finite difference discretization of the 2D Poisson equation, but with non-symetric coefficients?

Recently, I've been asking about methods to solve a finite difference discretization of the 2D Poisson equation (see here and here) of the form: U_{i-1,j} + U_{i+1,j} -4U_{i,j} + U_{i,j-1} + ...
153 views

How to parallelize a banded direct solver?

I have a linear system whose matrix that is diagonally dominant, non-symmetric, but banded. Since the band-radius is 2 (producing only 5 variables per equation), a banded direct solver (gaussian ...
297 views

How can one parallelize a multigrid method for solving a linear system of equations?

As I understand it, the multigrid method solves a linear system by solving a coarser version of the same problem (there by eliminating low frequency error) then projecting back to the fine grid to ...