Title: A parallel QR-factorization/solver of structured rank matrices
Authors: Vandebril, Raf
Van Barel, Marc
Mastronardi, Nicola
Issue Date: Oct-2006
Publisher: K.U.Leuven, Department of Computer Science
Series Title: TW Reports vol:TW474
Abstract: This manuscript focuses on the development of a parallel QR-factorization of structured rank matrices, which can then be used for solving systems of equations. First we will prove the existence of two types of Givens transformations, named rank decreasing and rank expanding Givens transformations. Combining these two types of Givens transformations leads to different patterns for annihilating the lower triangular part of structured rank matrices. How to obtain different annihilation patterns, for computing the upper triangular factor R, such as the ∨ and ∧ pattern will be investigated. Another
pattern namely the X-pattern will be used for computing the QR-factorization in a parallel way. As an example of such a parallel QR-factorization, we will implement it for a quasiseparable matrix. This factorization can be run on 2 processors, with one step of intermediate communication in which one row needs to be sent from one processor to the other and back. Another example, showing how to deduce a parallel QR-factorization for a more general rank structure will also be discussed. Numerical experiments are included for demonstrating the accuracy and speed of this parallel algorithm w.r.t. the existing factorization of quasiseparable matrices. Also some numerical experiments on solving systems of equations using this approach will be given.
Publication status: published
KU Leuven publication type: IR
Appears in Collections:Numerical Analysis and Applied Mathematics Section
Electrical Engineering - miscellaneous

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