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Parallel Cholesky factorization on a shared-memory multiprocessor
Affiliation:Department of Computer Science University of Waterloo Waterloo, Ontario, Canada N2L 3G1;Oak Ridge National Laboratory P.O. Box Y, Bldg. 9207A Oak Ridge, Tennessee, 37831 USA;Department of Computer Science York University Downsview, Ontario, Canada M3J 1P3
Abstract:A parallel algorithm is developed for Cholesky factorization on a shared-memory multiprocessor. The algorithm is based on self-scheduling of a pool of tasks. The subtasks in several variants of the basic elimination algorithm are analyzed for potential concurrency in terms of precedence relations, work profiles, and processor utilization. This analysis is supported by simulation results. The most promising variant, which we call column-Cholesky, is identified and implemented for the Denelcor HEP multiprocessor. Experimental results are given for this machine.
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