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Wrap-around partitioning for block bidiagonal linear systems
Authors:Hegland, M   Osborne, MR
Affiliation: Computer Science Laboratory, RSISE, Australian National University, Canberra, ACT, Australia 0200 A1 Centre for Mathematics and its Applications, SMS, Australian National University, Canberra, ACT, Australia 0200
Abstract:
A stable vector algorithm for the solution of block diagonallinear systems is obtained by a permutation of the unknownscalled wrap-around partitioning combined with standard QR factorization.Wrap-around partitioning uses blocking and selects the unknownsin the blocks in turns. After a suitable orthogonal eliminationstep one ends up with a reduced system which is again blockbidiagonal and so wrap-around partitioning can be applied again.Using a simple model for vectorization overhead it is shownthat small block sizes give best performance. The minimal blocksize 2, which corresponds to cyclic reduction, is suboptimaldue to memory bank conflicts.
Keywords:
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