اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدLU factorization with panel rank revealing pivoting and its communication avoiding version
131
0
0.0
(
0
)
تأليف
Amal Khabou
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
We present the LU decomposition with panel rank revealing pivoting (LU_PRRP), an LU factorization algorithm based on strong rank revealing QR panel factorization. LU_PRRP is more stable than Gaussian elimination with partial pivoting (GEPP). Our extensive numerical experiments show that the new factorization scheme is as numerically stable as GEPP in practice, but it is more resistant to pathological cases and easily solves the Wilkinson matrix and the Foster matrix. We also present CALU_PRRP, a communication avoiding version of LU_PRRP that minimizes communication. CALU_PRRP is based on tournament pivoting, with the selection of the pivots at each step of the tournament being performed via strong rank revealing QR factorization. CALU_PRRP is more stable than CALU, the communication avoiding version of GEPP. CALU_PRRP is also more stable in practice and is resistant to pathological cases on which GEPP and CALU fail.
قيم البحث
اقرأ أيضاً
We present a novel recursive algorithm for reducing a symmetric matrix to a triangular factorization which reveals the rank profile matrix. That is, the algorithm computes a factorization $mathbf{P}^Tmathbf{A}mathbf{P} = mathbf{L}mathbf{D}mathbf{L}^T
$ where $mathbf{P}$ is a permutation matrix, $mathbf{L}$ is lower triangular with a unit diagonal and $mathbf{D}$ is symmetric block diagonal with $1{times}1$ and $2{times}2$ antidiagonal blocks. The novel algorithm requires $O(n^2r^{omega-2})$ arithmetic operations. Furthermore, experimental results demonstrate that our algorithm can even be slightly more than twice as fast as the state of the art unsymmetric Gaussian elimination in most cases, that is it achieves approximately the same computational speed. By adapting the pivoting strategy developed in the unsymmetric case, we show how to recover the rank profile matrix from the permutation matrix and the support of the block-diagonal matrix. There is an obstruction in characteristic $2$ for revealing the rank profile matrix which requires to relax the shape of the block diagonal by allowing the 2-dimensional blocks to have a non-zero bottom-right coefficient. This relaxed decomposition can then be transformed into a standard $mathbf{P}mathbf{L}mathbf{D}mathbf{L}^Tmathbf{P}^T$ decomposition at a negligible cost.
We propose two novel techniques for overcoming load-imbalance encountered when implementing so-called look-ahead mechanisms in relevant dense matrix factorizations for the solution of linear systems. Both techniques target the scenario where two thre
ad teams are created/activated during the factorization, with each team in charge of performing an independent task/branch of execution. The first technique promotes worker sharing (WS) between the two tasks, allowing the threads of the task that completes first to be reallocated for use by the costlier task. The second technique allows a fast task to alert the slower task of completion, enforcing the early termination (ET) of the second task, and a smooth transition of the factorization procedure into the next iteration. The two mechanisms are instantiated via a new malleable thread-level implementation of the Basic Linear Algebra Subprograms (BLAS), and their benefits are illustrated via an implementation of the LU factorization with partial pivoting enhanced with look-ahead. Concretely, our experimental results on a six core Intel-Xeon processor show the benefits of combining WS+ET, reporting competitive performance in comparison with a task-parallel runtime-based solution.
In this paper, we present several descent methods that can be applied to nonnegative matrix factorization and we analyze a recently developped fast block coordinate method called Rank-one Residue Iteration (RRI). We also give a comparison of these di
fferent methods and show that the new block coordinate method has better properties in terms of approximation error and complexity. By interpreting this method as a rank-one approximation of the residue matrix, we prove that it emph{converges} and also extend it to the nonnegative tensor factorization and introduce some variants of the method by imposing some additional controllable constraints such as: sparsity, discreteness and smoothness.
Nonnegative matrix factorization (NMF) has become a prominent technique for the analysis of image databases, text databases and other information retrieval and clustering applications. In this report, we define an exact version of NMF. Then we establ
ish several results about exact NMF: (1) that it is equivalent to a problem in polyhedral combinatorics; (2) that it is NP-hard; and (3) that a polynomial-time local search heuristic exists.
Gaussian elimination with full pivoting generates a PLUQ matrix decomposition. Depending on the strategy used in the search for pivots, the permutation matrices can reveal some information about the row or the column rank profiles of the matrix. We p
ropose a new pivoting strategy that makes it possible to recover at the same time both row and column rank profiles of the input matrix and of any of its leading sub-matrices. We propose a rank-sensitive and quad-recursive algorithm that computes the latter PLUQ triangular decomposition of an m times n matrix of rank r in O(mnr^{omega-2}) field operations, with omega the exponent of matrix multiplication. Compared to the LEU decomposition by Malashonock, sharing a similar recursive structure, its time complexity is rank sensitive and has a lower leading constant. Over a word size finite field, this algorithm also improveLs the practical efficiency of previously known implementations.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
